Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258794.85 | 164628.5127 | 94166.3373 | 565342.9368 | 483273.627 | 82069.3099 |
Total P&L (%) | 258.7949 | 164.6285 | 94.1663 | 565.3429 | 483.2736 | 82.0693 |
Avg Daily Profit (%) | 0.4969 | 0.3161 | 0.1808 | 0.3645 | 0.3392 | 0.1151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33727 | -34344 | -21916 | -244201 | -101425 | -197065 |
Profit Factor | 1.8681 | 2.16 | 1.6029 | 1.5181 | 2.0997 | 1.1259 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 46.5116 | 43.0769 | 50 | 46.5116 | 43.0769 | 50 |
Ratio Avg Win / Avg Loss | 2.1483 | 2.8543 | 1.6029 | 1.7458 | 2.7746 | 1.1259 |
Largest Winning Trade | 55989 | 55989 | 32081 | 204412 | 204412 | 162042 |
Largest Losing Trade | -15655 | -12389 | -15655 | -124839 | -73716 | -124839 |
Avg Bars in Trades | 189 | 181 | 198 | 189 | 181 | 198 |
Avg Bars in Winners | 287 | 280 | 292 | 287 | 280 | 292 |
Avg Bars in Losers | 105 | 106 | 104 | 105 | 106 | 104 |
Bars Traded | 24500 | 11781 | 12719 | 24500 | 11781 | 12719 |
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 | 436349 | -122496 | -129258 | 373979 | -122416 | -261076 |
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{ "first_band": { "type": "wma", "factors": { "length": 102, "offset": 114 } }, "second_band": { "type": "sma", "factors": { "length": 164, "offset": 0 } } }
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# | 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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