Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1469452.7361 | 42247.768 | -1511700.5042 | -10462315.1821 | 3025138.9791 | -13487454.1612 |
Total P&L (%) | -1469.4527 | 42.2478 | -1511.7005 | -10462.3152 | 3025.139 | -13487.4542 |
Avg Daily Profit (%) | -0.8164 | 0.0235 | -0.8398 | 0 | 0.1914 | 0 |
Buy And Hold Return (%) | 194.3817 | 194.3817 | 194.3817 | 194.3817 | 194.3817 | 194.3817 |
Max Trade Drawdown | -1845727 | -70116 | -1844463 | -13156550 | -3201954 | -14382869 |
Profit Factor | 0.3208 | 1.2114 | 0.2301 | 0.6751 | 1.4034 | 0.4541 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 43 | 18 | 25 | 28 | 18 | 10 |
Losing Trades | 26 | 17 | 9 | 41 | 17 | 24 |
Profitability (%) | 62.3188 | 51.4286 | 73.5294 | 40.5797 | 51.4286 | 29.4118 |
Ratio Avg Win / Avg Loss | 0.1939 | 1.1441 | 0.0828 | 0.9886 | 1.3254 | 1.0898 |
Largest Winning Trade | 61990 | 61900 | 61990 | 4209876 | 1990257 | 4209876 |
Largest Losing Trade | -1794120 | -38746 | -1794120 | -3287640 | -1367762 | -3287640 |
Avg Bars in Trades | 46 | 20 | 74 | 46 | 20 | 74 |
Avg Bars in Winners | 49 | 19 | 70 | 34 | 19 | 61 |
Avg Bars in Losers | 43 | 20 | 86 | 55 | 21 | 79 |
Bars Traded | 3240 | 703 | 2537 | 3240 | 703 | 2537 |
Profit Streak | 15.1894 | 15.1894 | 73.1894 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684108 | -326709 | -576778 | -690719 | 328798 | -589498 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 163, "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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