Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751122.3573 | 504384.2146 | 246738.1427 | 3751096.8135 | 718641.7874 | 3032455.0261 |
Total P&L (%) | 751.1224 | 504.3842 | 246.7381 | 3751.0968 | 718.6418 | 3032.455 |
Avg Daily Profit (%) | 0.4278 | 0.2873 | 0.1405 | 0.2082 | 0.1198 | 0.1964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66988 | -106542 | -40886 | -2276120 | -2022279 | -1236358 |
Profit Factor | 2.8426 | 2.7589 | 3.0412 | 1.5553 | 1.1608 | 2.3268 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 46.2687 | 35.2941 | 57.5758 | 46.2687 | 35.2941 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.3011 | 5.058 | 2.2409 | 1.8062 | 2.1281 | 1.7145 |
Largest Winning Trade | 260263 | 260263 | 70562 | 1812824 | 1812824 | 1165749 |
Largest Losing Trade | -30223 | -30223 | -25267 | -827158 | -827158 | -626490 |
Avg Bars in Trades | 153 | 128 | 178 | 153 | 128 | 178 |
Avg Bars in Winners | 231 | 234 | 229 | 231 | 234 | 229 |
Avg Bars in Losers | 85 | 70 | 109 | 85 | 70 | 109 |
Bars Traded | 10262 | 4374 | 5888 | 10262 | 4374 | 5888 |
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 | -107317 | 299246 | 48405 | -111865 | -80891 | 482220 |
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{ "first_band": { "type": "wma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 104, "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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