Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392781.716 | 259521.3098 | 133260.4062 | -7500332.4942 | -3150011.2817 | -4350321.2125 |
Total P&L (%) | 392.7817 | 259.5213 | 133.2604 | -7500.3325 | -3150.0113 | -4350.3212 |
Avg Daily Profit (%) | 0.3796 | 0.2508 | 0.1288 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67634 | -79088 | -27664 | -7315526 | -4457830 | -4151709 |
Profit Factor | 1.6463 | 1.8177 | 1.4589 | 0.3355 | 0.499 | 0.1298 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 78 | 34 | 44 | 62 | 36 | 26 |
Losing Trades | 63 | 36 | 27 | 79 | 34 | 45 |
Profitability (%) | 55.3191 | 48.5714 | 61.9718 | 43.9716 | 51.4286 | 36.6197 |
Ratio Avg Win / Avg Loss | 1.3297 | 1.9247 | 0.8952 | 0.4275 | 0.4713 | 0.2247 |
Largest Winning Trade | 79267 | 79267 | 29460 | 755853 | 755853 | 313928 |
Largest Losing Trade | -198611 | -44345 | -198611 | -2109010 | -2109010 | -723912 |
Avg Bars in Trades | 42 | 46 | 38 | 42 | 46 | 38 |
Avg Bars in Winners | 36 | 39 | 34 | 47 | 52 | 38 |
Avg Bars in Losers | 49 | 52 | 45 | 39 | 39 | 38 |
Bars Traded | 6006 | 3262 | 2744 | 6006 | 3262 | 2744 |
Profit Streak | 3.318 | 3.318 | 52.1513 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441230 | -84357 | -105305 | -582749 | -674773 | -672939 |
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{ "first_band": { "type": "wma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 23, "offset": 97 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 23, "offset": 97 } } }
# | 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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