Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478459.1743 | 1426635.9691 | 51823.2053 | 320836.0165 | -277633.322 | 598469.3386 |
Total P&L (%) | 1478.4592 | 1426.636 | 51.8232 | 320.836 | -277.6333 | 598.4693 |
Avg Daily Profit (%) | 0.8209 | 0.7922 | 0.0288 | 0.0798 | 0 | 0.108 |
Buy And Hold Return (%) | 337.4423 | 337.4423 | 337.4423 | 337.4423 | 337.4423 | 337.4423 |
Max Trade Drawdown | -125166 | -114898 | -134536 | -582157 | -737764 | -224410 |
Profit Factor | 3.4919 | 6.0028 | 1.1682 | 1.1453 | 0.7977 | 1.7164 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 43.5897 | 35.8974 | 51.2821 | 43.5897 | 35.8974 | 51.2821 |
Ratio Avg Win / Avg Loss | 4.5189 | 10.7192 | 1.1098 | 1.4822 | 1.4244 | 1.6306 |
Largest Winning Trade | 1148721 | 1148721 | 61876 | 218387 | 218387 | 209254 |
Largest Losing Trade | -92300 | -41276 | -92300 | -258904 | -258904 | -158029 |
Avg Bars in Trades | 269 | 235 | 304 | 269 | 235 | 304 |
Avg Bars in Winners | 434 | 424 | 441 | 434 | 424 | 441 |
Avg Bars in Losers | 142 | 129 | 159 | 142 | 129 | 159 |
Bars Traded | 21042 | 9182 | 11860 | 21042 | 9182 | 11860 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23290 | 509178 | -355559 | -354081 | -584575 | -53364 |
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{ "first_band": { "type": "wma", "factors": { "length": 163, "offset": 167 } }, "second_band": { "type": "sma", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 163, "offset": 167 } }, "second_band": { "type": "sma", "factors": { "length": 57, "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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