Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1469304.4109 | 449086.5564 | -1918390.9673 | 48755423.6203 | -91030932.6641 | 139786356.2843 |
Total P&L (%) | -1469.3044 | 449.0866 | -1918.391 | 48755.4236 | -91030.9327 | 139786.3563 |
Avg Daily Profit (%) | -0.647 | 0.1977 | -0.8447 | 0.273 | 0 | 0.3195 |
Buy And Hold Return (%) | 10163.8087 | 10163.8087 | 10163.8087 | 10163.8087 | 10163.8087 | 10163.8087 |
Max Trade Drawdown | -1874592 | -72639 | -2024940 | -130588792 | -111978987 | -48156795 |
Profit Factor | 0.3789 | 3.7618 | 0.1292 | 1.1947 | 0.4594 | 2.7038 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 19 | 19 | 28 | 14 | 14 |
Losing Trades | 20 | 10 | 10 | 30 | 15 | 15 |
Profitability (%) | 65.5172 | 65.5172 | 65.5172 | 48.2759 | 48.2759 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.1994 | 1.9799 | 0.068 | 1.28 | 0.4922 | 2.8969 |
Largest Winning Trade | 149059 | 149059 | 41671 | 141767238 | 20964043 | 141767238 |
Largest Losing Trade | -1874592 | -41161 | -1874592 | -54439871 | -54439871 | -19254313 |
Avg Bars in Trades | 74 | 74 | 73 | 74 | 74 | 73 |
Avg Bars in Winners | 60 | 65 | 55 | 80 | 77 | 83 |
Avg Bars in Losers | 100 | 92 | 107 | 68 | 72 | 64 |
Bars Traded | 4300 | 2165 | 2135 | 4300 | 2165 | 2135 |
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 | -758266 | -149332 | -578821 | -179382 | -581503 | 485699 |
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{ "first_band": { "type": "wma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 59, "offset": 86 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 59, "offset": 86 } } }
# | 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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