Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786183.4672 | 536008.155 | 250175.3122 | 2529831.9326 | -1488772.8458 | 4018604.7784 |
Total P&L (%) | 786.1835 | 536.0082 | 250.1753 | 2529.8319 | -1488.7728 | 4018.6048 |
Avg Daily Profit (%) | 0.432 | 0.2945 | 0.1375 | 0.1798 | 0 | 0.2045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113164 | -87388 | -43675 | -7671067 | -6227356 | -2671825 |
Profit Factor | 2.6805 | 3.0063 | 2.2466 | 1.1205 | 0.8808 | 1.4722 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 45.4545 | 34.5455 | 56.3636 | 45.4545 | 34.5455 | 56.3636 |
Ratio Avg Win / Avg Loss | 3.2165 | 5.6962 | 1.7393 | 1.3446 | 1.6689 | 1.1398 |
Largest Winning Trade | 483861 | 483861 | 68857 | 2581480 | 2581480 | 2133771 |
Largest Losing Trade | -40734 | -26290 | -40734 | -1380838 | -1160036 | -1380838 |
Avg Bars in Trades | 64 | 44 | 83 | 64 | 44 | 83 |
Avg Bars in Winners | 101 | 78 | 116 | 101 | 78 | 116 |
Avg Bars in Losers | 32 | 27 | 40 | 32 | 27 | 40 |
Bars Traded | 7054 | 2467 | 4587 | 7054 | 2467 | 4587 |
Profit Streak | 3.2713 | 0 | 4.2713 | 3.2713 | 0 | 4.2713 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459589 | -171755 | -184449 | -82509 | -764343 | -169985 |
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{ "first_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 20, "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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