Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1651053.231 | 148069.9371 | -1799123.1681 | 588490.2739 | -19305077.9562 | 19893568.2301 |
Total P&L (%) | -1651.0532 | 148.0699 | -1799.1232 | 588.4903 | -19305.078 | 19893.5682 |
Avg Daily Profit (%) | -0.8407 | 0.0754 | -0.9161 | 0.0983 | 0 | 0.2701 |
Buy And Hold Return (%) | 4898.6825 | 4898.6825 | 4898.6825 | 4898.6825 | 4898.6825 | 4898.6825 |
Max Trade Drawdown | -1867357 | -113909 | -1927562 | -32557279 | -19808352 | -14313978 |
Profit Factor | 0.3758 | 1.3696 | 0.1984 | 1.0062 | 0.6039 | 1.4242 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 146 | 72 | 74 | 138 | 67 | 71 |
Losing Trades | 54 | 28 | 26 | 62 | 33 | 29 |
Profitability (%) | 73 | 72 | 74 | 69 | 67 | 71 |
Ratio Avg Win / Avg Loss | 0.139 | 0.5326 | 0.0697 | 0.452 | 0.2975 | 0.5817 |
Largest Winning Trade | 37446 | 37446 | 25657 | 44770122 | 7414971 | 44770122 |
Largest Losing Trade | -1631998 | -64161 | -1631998 | -15315327 | -15315327 | -9557605 |
Avg Bars in Trades | 28 | 30 | 27 | 28 | 30 | 27 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 73 | 76 | 70 | 64 | 65 | 62 |
Bars Traded | 5738 | 3011 | 2727 | 5738 | 3011 | 2727 |
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 | -576471 | -256376 | -577398 | -438761 | -578584 | 310879 |
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{ "first_band": { "type": "fwma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 52, "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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