Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830788.6047 | 952000.6026 | -121211.998 | 14432.9736 | 239583.1178 | -225150.1442 |
Total P&L (%) | 830.7886 | 952.0006 | -121.212 | 14.433 | 239.5831 | -225.1501 |
Avg Daily Profit (%) | 0.4502 | 0.5159 | -0.0657 | 0.0073 | 0.0663 | 0 |
Buy And Hold Return (%) | 444.2759 | 444.2759 | 444.2759 | 444.2759 | 444.2759 | 444.2759 |
Max Trade Drawdown | -188219 | -106292 | -166898 | -327609 | -167126 | -234797 |
Profit Factor | 2.1116 | 3.9463 | 0.7143 | 1.0147 | 1.572 | 0.601 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Losing Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Profitability (%) | 41.25 | 50 | 32.5 | 41.25 | 50 | 32.5 |
Ratio Avg Win / Avg Loss | 3.0074 | 3.9463 | 1.4836 | 1.4452 | 1.572 | 1.2481 |
Largest Winning Trade | 466597 | 466597 | 78790 | 200115 | 200115 | 80096 |
Largest Losing Trade | -58500 | -58500 | -42613 | -126575 | -126575 | -85884 |
Avg Bars in Trades | 134 | 127 | 142 | 134 | 127 | 142 |
Avg Bars in Winners | 207 | 175 | 256 | 207 | 175 | 256 |
Avg Bars in Losers | 84 | 79 | 87 | 84 | 79 | 87 |
Bars Traded | 10797 | 5096 | 5701 | 10797 | 5096 | 5701 |
Profit Streak | 32.5831 | 40.7498 | 0 | 32.5831 | 40.7498 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20203 | 462180 | -585888 | -579860 | -266355 | -585888 |
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{ "first_band": { "type": "wma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 84, "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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