Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309986.0172 | 247750.3074 | 62235.7097 | -307954.4735 | 231815.2829 | -539769.7564 |
Total P&L (%) | 309.986 | 247.7503 | 62.2357 | -307.9545 | 231.8153 | -539.7698 |
Avg Daily Profit (%) | 0.195 | 0.1558 | 0.0391 | 0 | 0.0755 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180094 | -107682 | -204071 | -1296645 | -531517 | -982562 |
Profit Factor | 1.2685 | 1.4801 | 1.0975 | 0.9138 | 1.1564 | 0.7419 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 185 | 89 | 96 | 126 | 63 | 63 |
Losing Trades | 89 | 48 | 41 | 148 | 74 | 74 |
Profitability (%) | 67.5182 | 64.9635 | 70.073 | 45.9854 | 45.9854 | 45.9854 |
Ratio Avg Win / Avg Loss | 0.6103 | 0.7983 | 0.4687 | 1.0734 | 1.3583 | 0.8715 |
Largest Winning Trade | 50278 | 50278 | 26731 | 405635 | 405635 | 260923 |
Largest Losing Trade | -149938 | -56272 | -149938 | -450830 | -140332 | -450830 |
Avg Bars in Trades | 68 | 70 | 66 | 68 | 70 | 66 |
Avg Bars in Winners | 45 | 47 | 44 | 75 | 76 | 74 |
Avg Bars in Losers | 115 | 112 | 118 | 62 | 64 | 60 |
Bars Traded | 18762 | 9593 | 9169 | 18762 | 9593 | 9169 |
Profit Streak | 14.2091 | 30.5425 | 14.2091 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396062 | 359018 | -253060 | -579239 | -142478 | -582530 |
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{ "first_band": { "type": "wma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 155, "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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