Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1177575.3526 | -22008.9832 | -1155566.3693 | -894672.1108 | -3710642.035 | 2815969.9242 |
Total P&L (%) | -1177.5754 | -22.009 | -1155.5664 | -894.6721 | -3710.642 | 2815.9699 |
Avg Daily Profit (%) | -0.6487 | -0.0121 | -0.6366 | 0 | 0 | 0.186 |
Buy And Hold Return (%) | 604.5637 | 604.5637 | 604.5637 | 604.5637 | 604.5637 | 604.5637 |
Max Trade Drawdown | -1253065 | -164953 | -1187674 | -9113176 | -6655822 | -2648048 |
Profit Factor | 0.3051 | 0.9255 | 0.1742 | 0.9371 | 0.5599 | 1.4868 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 17 | 18 | 28 | 13 | 15 |
Losing Trades | 26 | 14 | 12 | 33 | 18 | 15 |
Profitability (%) | 57.377 | 54.8387 | 60 | 45.9016 | 41.9355 | 50 |
Ratio Avg Win / Avg Loss | 0.2267 | 0.7622 | 0.1161 | 1.1044 | 0.7752 | 1.4868 |
Largest Winning Trade | 46883 | 46883 | 34727 | 4507383 | 1427471 | 4507383 |
Largest Losing Trade | -621792 | -73877 | -621792 | -5697517 | -5697517 | -2109621 |
Avg Bars in Trades | 85 | 91 | 79 | 85 | 91 | 79 |
Avg Bars in Winners | 42 | 42 | 42 | 89 | 97 | 82 |
Avg Bars in Losers | 144 | 151 | 136 | 83 | 88 | 77 |
Bars Traded | 5245 | 2851 | 2394 | 5245 | 2851 | 2394 |
Profit Streak | 36.8075 | 62.8075 | 0 | 0 | 0 | 160.8075 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745277 | -579631 | -579529 | -746704 | -583954 | 303248 |
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{ "first_band": { "type": "wma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 108, "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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