Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2398171.0833 | -123638.5613 | -2274532.522 | -156360.762 | 4485195.6233 | -4641556.3853 |
Total P&L (%) | -2398.1711 | -123.6386 | -2274.5325 | -156.3608 | 4485.1956 | -4641.5564 |
Avg Daily Profit (%) | -1.2818 | -0.0661 | -1.2157 | 0 | 0.2047 | 0 |
Buy And Hold Return (%) | 272.5801 | 272.5801 | 272.5801 | 272.5801 | 272.5801 | 272.5801 |
Max Trade Drawdown | -2453637 | -162598 | -2308326 | -5222954 | -747891 | -6015202 |
Profit Factor | 0.1668 | 0.585 | 0.1185 | 0.9852 | 4.0152 | 0.4878 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 19 | 26 | 37 | 23 | 14 |
Losing Trades | 31 | 19 | 12 | 39 | 15 | 24 |
Profitability (%) | 59.2105 | 50 | 68.4211 | 48.6842 | 60.5263 | 36.8421 |
Ratio Avg Win / Avg Loss | 0.1149 | 0.585 | 0.0547 | 1.0384 | 2.6186 | 0.8363 |
Largest Winning Trade | 34139 | 34139 | 32269 | 3035061 | 3035061 | 1986580 |
Largest Losing Trade | -1694478 | -64441 | -1694478 | -2703858 | -747891 | -2703858 |
Avg Bars in Trades | 290 | 325 | 256 | 290 | 325 | 256 |
Avg Bars in Winners | 162 | 169 | 158 | 399 | 424 | 356 |
Avg Bars in Losers | 476 | 480 | 470 | 188 | 171 | 198 |
Bars Traded | 22111 | 12351 | 9760 | 22111 | 12351 | 9760 |
Profit Streak | 35.8873 | 79.3873 | 35.8873 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -632092 | -579801 | -577833 | -633400 | 595007 | -585881 |
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{ "first_band": { "type": "wma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 172, "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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