Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670044.748 | 561445.6782 | 108599.0699 | 693621.1394 | 300909.9354 | 392711.204 |
Total P&L (%) | 670.0447 | 561.4457 | 108.5991 | 693.6211 | 300.9099 | 392.7112 |
Avg Daily Profit (%) | 0.3577 | 0.2998 | 0.058 | 0.1107 | 0.0742 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123439 | -83074 | -88637 | -423381 | -298840 | -299899 |
Profit Factor | 2.4594 | 3.1785 | 1.5392 | 1.3399 | 1.2744 | 1.4159 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 47.4359 | 41.0256 | 53.8462 | 47.4359 | 41.0256 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.7253 | 4.5691 | 1.3194 | 1.4847 | 1.8319 | 1.2136 |
Largest Winning Trade | 495378 | 495378 | 55510 | 406157 | 406157 | 204663 |
Largest Losing Trade | -49805 | -30363 | -49805 | -243125 | -143793 | -243125 |
Avg Bars in Trades | 94 | 87 | 101 | 94 | 87 | 101 |
Avg Bars in Winners | 144 | 146 | 142 | 144 | 146 | 142 |
Avg Bars in Losers | 49 | 45 | 54 | 49 | 45 | 54 |
Bars Traded | 7366 | 3395 | 3971 | 7366 | 3395 | 3971 |
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 | -25701 | 413836 | -113433 | -84295 | -96353 | -77920 |
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{ "first_band": { "type": "wma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 80, "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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