Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4554891.4091 | 111364.8329 | -4666256.242 | -1735414.9474 | 13662144.8967 | -15397559.8441 |
Total P&L (%) | -4554.8914 | 111.3648 | -4666.2562 | -1735.4149 | 13662.1449 | -15397.5598 |
Avg Daily Profit (%) | -2.3198 | 0.0567 | -2.3765 | 0 | 0.2511 | 0 |
Buy And Hold Return (%) | 4216.2685 | 4216.2685 | 4216.2685 | 4216.2685 | 4216.2685 | 4216.2685 |
Max Trade Drawdown | -4861861 | -104921 | -4804373 | -25209878 | -3288278 | -25444035 |
Profit Factor | 0.1206 | 1.5066 | 0.0592 | 0.9538 | 3.3056 | 0.5134 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 20 | 18 | 34 | 18 | 16 |
Losing Trades | 24 | 11 | 13 | 28 | 13 | 15 |
Profitability (%) | 61.2903 | 64.5161 | 58.0645 | 54.8387 | 58.0645 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.0762 | 0.8286 | 0.0428 | 0.7855 | 2.3874 | 0.4813 |
Largest Winning Trade | 61534 | 55725 | 61534 | 11340455 | 11340455 | 5441113 |
Largest Losing Trade | -4672327 | -64157 | -4672327 | -25209878 | -3161561 | -25209878 |
Avg Bars in Trades | 122 | 125 | 119 | 122 | 125 | 119 |
Avg Bars in Winners | 69 | 80 | 57 | 134 | 136 | 131 |
Avg Bars in Losers | 205 | 206 | 205 | 108 | 110 | 106 |
Bars Traded | 7594 | 3890 | 3704 | 7594 | 3890 | 3704 |
Profit Streak | 429.1701 | 429.1701 | 552.1701 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736475 | -280853 | -578438 | -738650 | 464485 | -580608 |
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 73, "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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