Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474730.8204 | 486379.9052 | -11649.0848 | 40127.0375 | 215976.5626 | -175849.5252 |
Total P&L (%) | 474.7308 | 486.3799 | -11.6491 | 40.127 | 215.9766 | -175.8495 |
Avg Daily Profit (%) | 0.2525 | 0.2587 | -0.0062 | 0.0179 | 0.0612 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165599 | -106385 | -133442 | -248043 | -89929 | -180085 |
Profit Factor | 1.7486 | 2.6231 | 0.9652 | 1.0831 | 2.1997 | 0.4189 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 50.8197 | 48.3871 | 53.3333 | 50.8197 | 48.3871 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.6922 | 2.798 | 0.8445 | 1.0482 | 2.3463 | 0.3665 |
Largest Winning Trade | 287120 | 287120 | 51158 | 167289 | 167289 | 36918 |
Largest Losing Trade | -41432 | -40543 | -41432 | -104063 | -50789 | -104063 |
Avg Bars in Trades | 172 | 183 | 161 | 172 | 183 | 161 |
Avg Bars in Winners | 214 | 238 | 192 | 214 | 238 | 192 |
Avg Bars in Losers | 128 | 132 | 125 | 128 | 132 | 125 |
Bars Traded | 10524 | 5689 | 4835 | 10524 | 5689 | 4835 |
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 | -154508 | 448495 | -580393 | -466050 | -107674 | -580393 |
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{ "first_band": { "type": "wma", "factors": { "length": 98, "offset": 152 } }, "second_band": { "type": "rma", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 98, "offset": 152 } }, "second_band": { "type": "rma", "factors": { "length": 175, "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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