Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2996917.2117 | -113867.1592 | -2883050.0525 | -99967.7369 | 2407518.4328 | -2507486.1696 |
Total P&L (%) | -2996.9172 | -113.8672 | -2883.0501 | -99.9677 | 2407.5184 | -2507.4862 |
Avg Daily Profit (%) | -1.4389 | -0.0547 | -1.3843 | -0.3852 | 0.1548 | 0 |
Buy And Hold Return (%) | 50.5279 | 50.5279 | 50.5279 | 50.5279 | 50.5279 | 50.5279 |
Max Trade Drawdown | -3033701 | -192527 | -2949124 | -9348749 | -1669166 | -8924355 |
Profit Factor | 0.2008 | 0.759 | 0.1203 | 0.992 | 1.7722 | 0.7342 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 54 | 24 | 30 | 48 | 22 | 26 |
Losing Trades | 32 | 19 | 13 | 38 | 21 | 17 |
Profitability (%) | 62.7907 | 55.814 | 69.7674 | 55.814 | 51.1628 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.119 | 0.6009 | 0.0521 | 0.7854 | 1.6917 | 0.4801 |
Largest Winning Trade | 61452 | 61452 | 39723 | 3132416 | 3132416 | 2553764 |
Largest Losing Trade | -2471470 | -83841 | -2471470 | -7384486 | -1669166 | -7384486 |
Avg Bars in Trades | 284 | 310 | 258 | 284 | 310 | 258 |
Avg Bars in Winners | 147 | 166 | 133 | 224 | 253 | 200 |
Avg Bars in Losers | 515 | 491 | 549 | 359 | 369 | 347 |
Bars Traded | 24467 | 13334 | 11132 | 24467 | 13334 | 11132 |
Profit Streak | 65.0316 | 85.615 | 65.0316 | 65.0316 | 85.615 | 65.0316 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577172 | -579012 | -577192 | -578354 | 438294 | -578398 |
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{ "first_band": { "type": "rma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 176, "offset": 118 } } }
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# | 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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