Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38738.2362 | -4764.878 | 43503.1142 | 30836.3397 | -5574.5654 | 36410.9051 |
Total P&L (%) | 38.7382 | -4.7649 | 43.5031 | 30.8363 | -5.5746 | 36.4109 |
Avg Daily Profit (%) | 0.2741 | -0.0337 | 0.3079 | 0.1904 | -0.0406 | 0.22 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44682 | -38845 | -14476 | -39129 | -32776 | -11684 |
Profit Factor | 1.3324 | 0.9266 | 1.842 | 1.306 | 0.9019 | 1.8289 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 59.7222 | 55.5556 | 63.8889 | 59.7222 | 55.5556 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.8986 | 0.7412 | 1.0411 | 0.8808 | 0.7215 | 1.0337 |
Largest Winning Trade | 24299 | 20683 | 24299 | 23825 | 18307 | 23825 |
Largest Losing Trade | -10242 | -10242 | -9230 | -8825 | -8825 | -8182 |
Avg Bars in Trades | 89 | 88 | 90 | 89 | 88 | 90 |
Avg Bars in Winners | 85 | 82 | 87 | 85 | 82 | 87 |
Avg Bars in Losers | 95 | 96 | 94 | 95 | 96 | 94 |
Bars Traded | 6447 | 3196 | 3251 | 6447 | 3196 | 3251 |
Profit Streak | 395.3102 | 0 | 412.2269 | 395.3102 | 0 | 412.2269 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78891 | -581833 | 360126 | -80471 | -581833 | 309481 |
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{ "first_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 110, "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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