Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -927175.6941 | 72401.5018 | -999577.1959 | -1060013.7925 | -5182549.0025 | 4122535.2099 |
Total P&L (%) | -927.1757 | 72.4015 | -999.5772 | -1060.0138 | -5182.549 | 4122.5352 |
Avg Daily Profit (%) | -0.5029 | 0.0393 | -0.5422 | 0 | 0 | 0.2032 |
Buy And Hold Return (%) | 559.9129 | 559.9129 | 559.9129 | 559.9129 | 559.9129 | 559.9129 |
Max Trade Drawdown | -991394 | -145842 | -1019713 | -12818810 | -8942150 | -4277739 |
Profit Factor | 0.4047 | 1.2607 | 0.219 | 0.9554 | 0.5915 | 1.3723 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 19 | 15 | 28 | 14 | 14 |
Losing Trades | 24 | 10 | 14 | 30 | 15 | 15 |
Profitability (%) | 58.6207 | 65.5172 | 51.7241 | 48.2759 | 48.2759 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.2857 | 0.6635 | 0.2044 | 1.0236 | 0.6338 | 1.4704 |
Largest Winning Trade | 85753 | 85753 | 47292 | 9352897 | 1552231 | 9352897 |
Largest Losing Trade | -556154 | -75356 | -556154 | -8081414 | -8081414 | -3639418 |
Avg Bars in Trades | 93 | 98 | 88 | 93 | 98 | 88 |
Avg Bars in Winners | 50 | 56 | 41 | 96 | 98 | 93 |
Avg Bars in Losers | 154 | 176 | 138 | 90 | 97 | 83 |
Bars Traded | 5408 | 2843 | 2565 | 5408 | 2843 | 2565 |
Profit Streak | 0 | 196.0144 | 0 | 53.681 | 0 | 186.681 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759160 | -304730 | -580609 | -758718 | -581503 | 332047 |
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{ "first_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 107, "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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