Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -984688.1196 | 54149.8285 | -1038837.9482 | -1502257.0433 | -7711085.4311 | 6208828.3877 |
Total P&L (%) | -984.6881 | 54.1498 | -1038.8379 | -1502.257 | -7711.0854 | 6208.8284 |
Avg Daily Profit (%) | -0.5416 | 0.0298 | -0.5714 | 0 | 0 | 0.2282 |
Buy And Hold Return (%) | 618.7401 | 618.7401 | 618.7401 | 618.7401 | 618.7401 | 618.7401 |
Max Trade Drawdown | -1048379 | -160201 | -1067271 | -22453029 | -15662627 | -9285434 |
Profit Factor | 0.4047 | 1.1693 | 0.2215 | 0.9593 | 0.6287 | 1.3849 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 23 | 22 | 36 | 18 | 18 |
Losing Trades | 29 | 14 | 15 | 38 | 19 | 19 |
Profitability (%) | 60.8108 | 62.1622 | 59.4595 | 48.6486 | 48.6486 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.2608 | 0.7118 | 0.151 | 1.0126 | 0.6637 | 1.4619 |
Largest Winning Trade | 55280 | 55280 | 41320 | 10838262 | 3163998 | 10838262 |
Largest Losing Trade | -538940 | -74394 | -538940 | -13663574 | -13663574 | -6695060 |
Avg Bars in Trades | 72 | 82 | 62 | 72 | 82 | 62 |
Avg Bars in Winners | 41 | 47 | 35 | 75 | 81 | 68 |
Avg Bars in Losers | 120 | 139 | 102 | 69 | 82 | 57 |
Bars Traded | 5359 | 3038 | 2321 | 5359 | 3038 | 2321 |
Profit Streak | 39.1553 | 66.8219 | 39.1553 | 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 | -646447 | -352255 | -578999 | -648414 | -581298 | 301026 |
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{ "first_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 50, "offset": 26 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 50, "offset": 26 } } }
# | 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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