Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -763829.5403 | 120418.1016 | -884247.6419 | -624605.7112 | -5104413.0384 | 4479807.3272 |
Total P&L (%) | -763.8295 | 120.4181 | -884.2476 | -624.6057 | -5104.413 | 4479.8073 |
Avg Daily Profit (%) | -0.42 | 0.0662 | -0.4863 | 0 | 0 | 0.2105 |
Buy And Hold Return (%) | 705.9299 | 705.9299 | 705.9299 | 705.9299 | 705.9299 | 705.9299 |
Max Trade Drawdown | -883494 | -136200 | -436765 | -11540416 | -9046473 | -2860982 |
Profit Factor | 0.4857 | 1.4105 | 0.2581 | 0.9656 | 0.5301 | 1.6133 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 47 | 24 | 23 | 38 | 19 | 19 |
Losing Trades | 30 | 15 | 15 | 39 | 20 | 19 |
Profitability (%) | 61.039 | 61.5385 | 60.5263 | 49.3506 | 48.7179 | 50 |
Ratio Avg Win / Avg Loss | 0.31 | 0.8816 | 0.1683 | 0.991 | 0.558 | 1.6133 |
Largest Winning Trade | 49662 | 49662 | 47097 | 6029199 | 1559390 | 6029199 |
Largest Losing Trade | -570596 | -69693 | -570596 | -7322444 | -7322444 | -1533652 |
Avg Bars in Trades | 45 | 38 | 51 | 45 | 38 | 51 |
Avg Bars in Winners | 33 | 27 | 38 | 45 | 42 | 48 |
Avg Bars in Losers | 63 | 55 | 71 | 44 | 34 | 55 |
Bars Traded | 3470 | 1496 | 1974 | 3470 | 1496 | 1974 |
Profit Streak | 11.848 | 67.848 | 0 | 0 | 0 | 105.348 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624720 | -268714 | -579400 | -627308 | -581255 | 421798 |
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{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 60, "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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