Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2709060.233 | -175207.2394 | -2533852.9937 | 42851.1948 | -2917361.7333 | 2960212.9281 |
Total P&L (%) | -2709.0602 | -175.2072 | -2533.853 | 42.8512 | -2917.3617 | 2960.2129 |
Avg Daily Profit (%) | -1.5134 | -0.0979 | -1.4156 | 0.0199 | 0 | 0.1913 |
Buy And Hold Return (%) | 252.7802 | 252.7802 | 252.7802 | 252.7802 | 252.7802 | 252.7802 |
Max Trade Drawdown | -1952606 | -209495 | -1787190 | -9888923 | -7858545 | -2591236 |
Profit Factor | 0.1371 | 0.5823 | 0.0685 | 1.0031 | 0.6863 | 1.6543 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 11 | 15 | 28 | 12 | 16 |
Losing Trades | 32 | 18 | 14 | 30 | 17 | 13 |
Profitability (%) | 44.8276 | 37.931 | 51.7241 | 48.2759 | 41.3793 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.1687 | 0.9528 | 0.0639 | 1.0748 | 0.9722 | 1.3441 |
Largest Winning Trade | 84958 | 84958 | 33950 | 5744945 | 4602058 | 5744945 |
Largest Losing Trade | -1750738 | -69336 | -1750738 | -4739077 | -4739077 | -2514446 |
Avg Bars in Trades | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Winners | 40 | 36 | 42 | 46 | 40 | 50 |
Avg Bars in Losers | 73 | 73 | 73 | 69 | 72 | 66 |
Bars Traded | 3389 | 1714 | 1675 | 3389 | 1714 | 1675 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -762289 | -585526 | -580609 | -729303 | -584185 | 381629 |
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{ "first_band": { "type": "wma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 137, "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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