Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709956.653 | 426736.9805 | 283219.6724 | 11283000.7456 | 11044496.2286 | 238504.517 |
Total P&L (%) | 709.9567 | 426.737 | 283.2197 | 11283.0007 | 11044.4962 | 238.5045 |
Avg Daily Profit (%) | 0.4186 | 0.2516 | 0.167 | 0.2796 | 0.2783 | 0.0719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68317 | -85738 | -56501 | -7870764 | -2874400 | -6268383 |
Profit Factor | 1.6457 | 1.8143 | 1.4922 | 1.4172 | 1.9249 | 1.0158 |
Total Trades | 451 | 226 | 225 | 451 | 226 | 225 |
Winning Trades | 160 | 72 | 88 | 160 | 72 | 88 |
Losing Trades | 291 | 154 | 137 | 291 | 154 | 137 |
Profitability (%) | 35.4767 | 31.8584 | 39.1111 | 35.4767 | 31.8584 | 39.1111 |
Ratio Avg Win / Avg Loss | 2.9931 | 3.8806 | 2.323 | 2.5774 | 4.1171 | 1.5814 |
Largest Winning Trade | 69631 | 69631 | 50369 | 4481274 | 4481274 | 3226346 |
Largest Losing Trade | -19025 | -12016 | -19025 | -1499484 | -1031401 | -1499484 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 5049 | 2377 | 2672 | 5049 | 2377 | 2672 |
Profit Streak | 9.8427 | 12.5094 | 0 | 9.8427 | 12.5094 | 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 | 384256 | 214906 | 229442 | 298070 | 245800 | -302292 |
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{ "first_band": { "type": "wma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 21, "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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