Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -296404.9343 | 226074.6652 | -522479.5995 | 61094373.1695 | 20540333.0496 | 40554040.1199 |
Total P&L (%) | -296.4049 | 226.0747 | -522.4796 | 61094.3732 | 20540.3331 | 40554.0401 |
Avg Daily Profit (%) | -0.1184 | 0.0903 | -0.2087 | 0.2567 | 0.2132 | 0.2403 |
Buy And Hold Return (%) | 354.1074 | 354.1074 | 354.1074 | 354.1074 | 354.1074 | 354.1074 |
Max Trade Drawdown | -660023 | -28818 | -666289 | -13895157 | -6759169 | -10915814 |
Profit Factor | 0.7071 | 2.8579 | 0.4132 | 3.059 | 2.6061 | 3.4021 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 51 | 19 | 32 | 49 | 26 | 23 |
Losing Trades | 40 | 26 | 14 | 42 | 19 | 23 |
Profitability (%) | 56.044 | 42.2222 | 69.5652 | 53.8462 | 57.7778 | 50 |
Ratio Avg Win / Avg Loss | 0.5546 | 3.9108 | 0.1808 | 2.622 | 1.9044 | 3.4021 |
Largest Winning Trade | 94025 | 94025 | 45087 | 36136822 | 25467361 | 36136822 |
Largest Losing Trade | -520986 | -21636 | -520986 | -3291684 | -2740960 | -3291684 |
Avg Bars in Trades | 51 | 52 | 51 | 51 | 52 | 51 |
Avg Bars in Winners | 43 | 49 | 40 | 55 | 62 | 47 |
Avg Bars in Losers | 62 | 55 | 75 | 47 | 38 | 54 |
Bars Traded | 4716 | 2365 | 2351 | 4716 | 2365 | 2351 |
Profit Streak | 122.5462 | 122.5462 | 132.0462 | 122.5462 | 122.5462 | 132.0462 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578400 | -235093 | -576817 | 592528 | 531354 | 587265 |
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{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 9, "offset": 123 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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