Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1844124.248 | 43318.0102 | -1887442.2581 | -5258725.7457 | -22166547.761 | 16907822.0153 |
Total P&L (%) | -1844.1242 | 43.318 | -1887.4423 | -5258.7257 | -22166.5478 | 16907.822 |
Avg Daily Profit (%) | -0.9929 | 0.0233 | -1.0162 | 0 | 0 | 0.2769 |
Buy And Hold Return (%) | 6546.6783 | 6546.6783 | 6546.6783 | 6546.6783 | 6546.6783 | 6546.6783 |
Max Trade Drawdown | -1944009 | -119550 | -1935044 | -33603049 | -23053692 | -18520186 |
Profit Factor | 0.2041 | 1.2126 | 0.1069 | 0.908 | 0.2731 | 1.634 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 61 | 30 | 31 | 38 | 15 | 23 |
Losing Trades | 19 | 10 | 9 | 42 | 25 | 17 |
Profitability (%) | 76.25 | 75 | 77.5 | 47.5 | 37.5 | 57.5 |
Ratio Avg Win / Avg Loss | 0.0636 | 0.4042 | 0.031 | 1.0036 | 0.4552 | 1.2077 |
Largest Winning Trade | 48103 | 48103 | 16953 | 21567920 | 1883995 | 21567920 |
Largest Losing Trade | -1192844 | -57365 | -1192844 | -17210025 | -8889223 | -17210025 |
Avg Bars in Trades | 64 | 63 | 66 | 64 | 63 | 66 |
Avg Bars in Winners | 25 | 31 | 18 | 51 | 45 | 54 |
Avg Bars in Losers | 191 | 159 | 228 | 77 | 74 | 81 |
Bars Traded | 5190 | 2549 | 2641 | 5190 | 2549 | 2641 |
Profit Streak | 39.7429 | 144.4096 | 0 | 0 | 0 | 71.4096 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -600327 | -324952 | -577185 | -603861 | -585610 | 315153 |
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{ "first_band": { "type": "wma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 76, "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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