Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -341586.1543 | 71198.9988 | -412785.1531 | 1528944.3562 | -1232777.3769 | 2761721.7331 |
Total P&L (%) | -341.5862 | 71.199 | -412.7852 | 1528.9444 | -1232.7774 | 2761.7217 |
Avg Daily Profit (%) | -0.1883 | 0.0392 | -0.2275 | 0.1539 | 0 | 0.185 |
Buy And Hold Return (%) | 181.5117 | 181.5117 | 181.5117 | 181.5117 | 181.5117 | 181.5117 |
Max Trade Drawdown | -598169 | -118343 | -598993 | -1807335 | -1832984 | -786360 |
Profit Factor | 0.6063 | 1.3044 | 0.3487 | 1.3517 | 0.6094 | 3.3191 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 67 | 33 | 34 | 61 | 29 | 32 |
Losing Trades | 13 | 7 | 6 | 19 | 11 | 8 |
Profitability (%) | 83.75 | 82.5 | 85 | 76.25 | 72.5 | 80 |
Ratio Avg Win / Avg Loss | 0.1176 | 0.2767 | 0.0615 | 0.421 | 0.2312 | 0.8298 |
Largest Winning Trade | 24133 | 24133 | 18153 | 2105350 | 301574 | 2105350 |
Largest Losing Trade | -323190 | -70324 | -323190 | -1595181 | -1595181 | -702902 |
Avg Bars in Trades | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Winners | 27 | 19 | 34 | 39 | 25 | 51 |
Avg Bars in Losers | 239 | 257 | 218 | 133 | 155 | 103 |
Bars Traded | 4926 | 2437 | 2489 | 4926 | 2437 | 2489 |
Profit Streak | 39.2686 | 159.9352 | 39.2686 | 39.2686 | 159.9352 | 39.2686 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -599036 | -302303 | -575827 | -12732 | -576480 | 573903 |
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{ "first_band": { "type": "fwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 249, "offset": 0 } } }
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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) |
---|