Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1071906.544 | 24989.1484 | -1096895.6924 | -957698.8546 | -4681047.6438 | 3723348.7892 |
Total P&L (%) | -1071.9065 | 24.9891 | -1096.8957 | -957.6989 | -4681.0476 | 3723.3488 |
Avg Daily Profit (%) | -0.5897 | 0.0137 | -0.6034 | 0 | 0 | 0.2006 |
Buy And Hold Return (%) | 625.2343 | 625.2343 | 625.2343 | 625.2343 | 625.2343 | 625.2343 |
Max Trade Drawdown | -1163382 | -152445 | -1143438 | -10507759 | -7730441 | -3342675 |
Profit Factor | 0.365 | 1.0809 | 0.2047 | 0.9462 | 0.5574 | 1.5158 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 21 | 20 | 32 | 16 | 16 |
Losing Trades | 27 | 13 | 14 | 36 | 18 | 18 |
Profitability (%) | 60.2941 | 61.7647 | 58.8235 | 47.0588 | 47.0588 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.2404 | 0.6691 | 0.1433 | 1.0645 | 0.6271 | 1.7053 |
Largest Winning Trade | 58228 | 58228 | 42651 | 6027016 | 1597349 | 6027016 |
Largest Losing Trade | -555030 | -78672 | -555030 | -7132164 | -7132164 | -2261681 |
Avg Bars in Trades | 157 | 168 | 145 | 157 | 168 | 145 |
Avg Bars in Winners | 85 | 87 | 83 | 166 | 173 | 160 |
Avg Bars in Losers | 265 | 299 | 234 | 148 | 163 | 133 |
Bars Traded | 10683 | 5722 | 4961 | 10683 | 5722 | 4961 |
Profit Streak | 39.801 | 66.6343 | 39.801 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691515 | -470959 | -579103 | -694032 | -581939 | 313176 |
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{ "first_band": { "type": "wma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 138, "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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