Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1231735.9703 | 41.4411 | -1231777.4113 | -2264506.0644 | 3278111.2544 | -5542617.3188 |
Total P&L (%) | -1231.736 | 0.0414 | -1231.7774 | -2264.5061 | 3278.1113 | -5542.6173 |
Avg Daily Profit (%) | -0.5661 | 0 | -0.5661 | 0 | 0.1619 | 0 |
Buy And Hold Return (%) | 458.3567 | 458.3567 | 458.3567 | 458.3567 | 458.3567 | 458.3567 |
Max Trade Drawdown | -1441902 | -170957 | -1376807 | -3842328 | -1430560 | -5669556 |
Profit Factor | 0.3049 | 1.0002 | 0.1765 | 0.7849 | 2.1694 | 0.2826 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 63 | 29 | 34 | 35 | 22 | 13 |
Losing Trades | 20 | 12 | 8 | 48 | 19 | 29 |
Profitability (%) | 75.9036 | 70.7317 | 80.9524 | 42.1687 | 53.6585 | 30.9524 |
Ratio Avg Win / Avg Loss | 0.0968 | 0.4139 | 0.0415 | 1.0765 | 1.8736 | 0.6303 |
Largest Winning Trade | 43830 | 25268 | 43830 | 1650685 | 1650685 | 1028951 |
Largest Losing Trade | -811032 | -64347 | -811032 | -2581832 | -330225 | -2581832 |
Avg Bars in Trades | 145 | 154 | 137 | 145 | 154 | 137 |
Avg Bars in Winners | 46 | 46 | 45 | 184 | 220 | 122 |
Avg Bars in Losers | 459 | 414 | 527 | 117 | 76 | 144 |
Bars Traded | 12099 | 6317 | 5782 | 12099 | 6317 | 5782 |
Profit Streak | 89.5354 | 89.5354 | 543.702 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 14 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576972 | -576904 | -575253 | -583434 | 444570 | -588142 |
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{ "first_band": { "type": "wma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 227, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 227, "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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