Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1246007.7471 | -23946.622 | -1222061.1251 | -491143.3697 | -3989047.9663 | 3497904.5966 |
Total P&L (%) | -1246.0077 | -23.9466 | -1222.0611 | -491.1434 | -3989.048 | 3497.9046 |
Avg Daily Profit (%) | -0.6866 | -0.0132 | -0.6734 | 0 | 0 | 0.1976 |
Buy And Hold Return (%) | 623.0953 | 623.0953 | 623.0953 | 623.0953 | 623.0953 | 623.0953 |
Max Trade Drawdown | -1327408 | -168001 | -1261081 | -9035017 | -7028070 | -2111890 |
Profit Factor | 0.3073 | 0.9245 | 0.1753 | 0.9642 | 0.545 | 1.7057 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 21 | 20 | 30 | 14 | 16 |
Losing Trades | 25 | 12 | 13 | 36 | 19 | 17 |
Profitability (%) | 62.1212 | 63.6364 | 60.6061 | 45.4545 | 42.4242 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.1874 | 0.5283 | 0.1139 | 1.1571 | 0.7396 | 1.8123 |
Largest Winning Trade | 50236 | 50236 | 33359 | 4508540 | 1586155 | 4508540 |
Largest Losing Trade | -652511 | -78354 | -652511 | -6441578 | -6441578 | -1255653 |
Avg Bars in Trades | 161 | 172 | 150 | 161 | 172 | 150 |
Avg Bars in Winners | 87 | 91 | 83 | 173 | 188 | 160 |
Avg Bars in Losers | 282 | 314 | 253 | 152 | 161 | 141 |
Bars Traded | 10677 | 5701 | 4976 | 10677 | 5701 | 4976 |
Profit Streak | 36.8737 | 63.707 | 36.8737 | 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 | -706271 | -578061 | -578883 | -709656 | -583748 | 349620 |
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{ "first_band": { "type": "wma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 144, "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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