Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -229931.589 | 91119.2827 | -321050.8718 | 1767042.0536 | 502891.8882 | 1264150.1653 |
Total P&L (%) | -229.9316 | 91.1193 | -321.0509 | 1767.0421 | 502.8919 | 1264.1502 |
Avg Daily Profit (%) | -0.1265 | 0.0501 | -0.1767 | 0.1612 | 0.0989 | 0.1439 |
Buy And Hold Return (%) | 42.0622 | 42.0622 | 42.0622 | 42.0622 | 42.0622 | 42.0622 |
Max Trade Drawdown | -541950 | -108679 | -546442 | -563882 | -563882 | -98763 |
Profit Factor | 0.7079 | 1.4503 | 0.4511 | 2.7363 | 1.6224 | 7.0271 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 55 | 27 | 28 | 49 | 22 | 27 |
Losing Trades | 13 | 7 | 6 | 19 | 12 | 7 |
Profitability (%) | 80.8824 | 79.4118 | 82.3529 | 72.0588 | 64.7059 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.1673 | 0.376 | 0.0967 | 1.061 | 0.885 | 1.8218 |
Largest Winning Trade | 39407 | 39407 | 20396 | 256753 | 255220 | 256753 |
Largest Losing Trade | -372187 | -66163 | -372187 | -563882 | -563882 | -89714 |
Avg Bars in Trades | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Winners | 19 | 15 | 23 | 27 | 13 | 39 |
Avg Bars in Losers | 165 | 166 | 163 | 98 | 107 | 81 |
Bars Traded | 3233 | 1592 | 1641 | 3233 | 1592 | 1641 |
Profit Streak | 40.7523 | 155.7523 | 40.7523 | 40.7523 | 155.7523 | 40.7523 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -688797 | -127149 | -575690 | -97317 | -56866 | 461238 |
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{ "first_band": { "type": "fwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 179, "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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