Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1892648.9502 | 70295.0835 | -1962944.0337 | 261767.2968 | -4180249.6424 | 4442016.9392 |
Total P&L (%) | -1892.649 | 70.2951 | -1962.944 | 261.7673 | -4180.2496 | 4442.0169 |
Avg Daily Profit (%) | -0.9642 | 0.0358 | -1 | 0.0655 | 0 | 0.1946 |
Buy And Hold Return (%) | 1269.1808 | 1269.1808 | 1269.1808 | 1269.1808 | 1269.1808 | 1269.1808 |
Max Trade Drawdown | -2116787 | -94925 | -2116316 | -4809902 | -4415707 | -2616145 |
Profit Factor | 0.26 | 1.2621 | 0.1426 | 1.0248 | 0.2093 | 1.8448 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 25 | 25 | 50 | 24 | 26 |
Losing Trades | 30 | 15 | 15 | 30 | 16 | 14 |
Profitability (%) | 62.5 | 62.5 | 62.5 | 62.5 | 60 | 65 |
Ratio Avg Win / Avg Loss | 0.156 | 0.7573 | 0.0856 | 0.6149 | 0.1395 | 0.9933 |
Largest Winning Trade | 50592 | 35289 | 50592 | 8262068 | 252134 | 8262068 |
Largest Losing Trade | -1715847 | -67624 | -1715847 | -2135773 | -1948740 | -2135773 |
Avg Bars in Trades | 143 | 146 | 140 | 143 | 146 | 140 |
Avg Bars in Winners | 81 | 86 | 75 | 87 | 91 | 84 |
Avg Bars in Losers | 246 | 245 | 247 | 235 | 227 | 243 |
Bars Traded | 11452 | 5842 | 5610 | 11452 | 5842 | 5610 |
Profit Streak | 438.7406 | 438.7406 | 563.0739 | 438.7406 | 438.7406 | 563.0739 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601318 | -310418 | -577778 | -486647 | -578868 | 337364 |
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{ "first_band": { "type": "wma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 152, "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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