Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1891276.8395 | -131925.1895 | -1759351.65 | -34482.8118 | -5639296.1323 | 5604813.3205 |
Total P&L (%) | -1891.2768 | -131.9252 | -1759.3517 | -34.4828 | -5639.2961 | 5604.8133 |
Avg Daily Profit (%) | -0.835 | -0.0582 | -0.7768 | -0.0187 | 0 | 0.1787 |
Buy And Hold Return (%) | 364.7458 | 364.7458 | 364.7458 | 364.7458 | 364.7458 | 364.7458 |
Max Trade Drawdown | -1946319 | -211265 | -1825967 | -10170619 | -7940706 | -2262878 |
Profit Factor | 0.184 | 0.6199 | 0.1073 | 0.9972 | 0.3472 | 2.4812 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 16 | 19 | 31 | 14 | 17 |
Losing Trades | 30 | 16 | 14 | 34 | 18 | 16 |
Profitability (%) | 53.8462 | 50 | 57.5758 | 47.6923 | 43.75 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.1577 | 0.6199 | 0.079 | 1.0937 | 0.4464 | 2.3353 |
Largest Winning Trade | 44459 | 44459 | 24101 | 6534178 | 2492736 | 6534178 |
Largest Losing Trade | -1246066 | -56090 | -1246066 | -4357603 | -4357603 | -1201739 |
Avg Bars in Trades | 198 | 221 | 175 | 198 | 221 | 175 |
Avg Bars in Winners | 81 | 85 | 77 | 98 | 98 | 98 |
Avg Bars in Losers | 334 | 358 | 308 | 289 | 317 | 257 |
Bars Traded | 12884 | 7088 | 5796 | 12884 | 7088 | 5796 |
Profit Streak | 85.0111 | 85.0111 | 137.1777 | 85.0111 | 85.0111 | 137.1777 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714825 | -579849 | -578469 | -714555 | -582279 | 507863 |
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{ "first_band": { "type": "wma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 243, "offset": 0 } } }
# | 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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