Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682131.0414 | 657238.95 | 24892.0914 | 816077.6309 | 968097.5937 | -152019.9628 |
Total P&L (%) | 682.131 | 657.239 | 24.8921 | 816.0776 | 968.0976 | -152.02 |
Avg Daily Profit (%) | 0.375 | 0.3613 | 0.0137 | 0.1218 | 0.1303 | 0 |
Buy And Hold Return (%) | 235.8578 | 235.8578 | 235.8578 | 235.8578 | 235.8578 | 235.8578 |
Max Trade Drawdown | -130162 | -88793 | -89587 | -756840 | -510177 | -540353 |
Profit Factor | 1.9752 | 2.7896 | 1.0749 | 1.2516 | 1.5945 | 0.9059 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 52.2936 | 52.7273 | 51.8519 | 52.2936 | 52.7273 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.8019 | 2.501 | 0.9981 | 1.1418 | 1.4296 | 0.8412 |
Largest Winning Trade | 236204 | 236204 | 78646 | 615606 | 615606 | 276198 |
Largest Losing Trade | -55092 | -55092 | -32686 | -282023 | -230354 | -282023 |
Avg Bars in Trades | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Winners | 82 | 82 | 82 | 82 | 82 | 82 |
Avg Bars in Losers | 47 | 41 | 52 | 47 | 41 | 52 |
Bars Traded | 7138 | 3468 | 3671 | 7138 | 3468 | 3671 |
Profit Streak | 24.9281 | 45.1781 | 0 | 24.9281 | 45.1781 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403513 | -167706 | -659941 | -31741 | -198082 | -760593 |
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{ "first_band": { "type": "wma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 101, "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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