Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4586136.4531 | 4689404.1719 | -103267.7188 | 302524.788 | 364652.9282 | -62128.1402 |
Total P&L (%) | 4586.1365 | 4689.4042 | -103.2677 | 302.5248 | 364.6529 | -62.1281 |
Avg Daily Profit (%) | 2.3351 | 2.3877 | -0.0526 | 0.0709 | 0.0782 | -0.0494 |
Buy And Hold Return (%) | 2304.3093 | 2304.3093 | 2304.3093 | 2304.3093 | 2304.3093 | 2304.3093 |
Max Trade Drawdown | -223127 | -81129 | -176315 | -300433 | -207785 | -226273 |
Profit Factor | 9.7602 | 19.8491 | 0.6241 | 1.2338 | 1.5176 | 0.8946 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 36.0656 | 41.9355 | 30 | 36.0656 | 41.9355 | 30 |
Ratio Avg Win / Avg Loss | 17.3021 | 27.4834 | 1.4563 | 2.1872 | 2.1012 | 2.0873 |
Largest Winning Trade | 4709698 | 4709698 | 60783 | 409635 | 409635 | 167574 |
Largest Losing Trade | -44699 | -43415 | -44699 | -136490 | -128899 | -136490 |
Avg Bars in Trades | 90 | 86 | 95 | 90 | 86 | 95 |
Avg Bars in Winners | 155 | 143 | 174 | 155 | 143 | 174 |
Avg Bars in Losers | 53 | 45 | 61 | 53 | 45 | 61 |
Bars Traded | 5530 | 2678 | 2852 | 5530 | 2678 | 2852 |
Profit Streak | 0 | 0 | 552.8041 | 0 | 0 | 552.8041 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155623 | 476680 | -586352 | -434915 | -254910 | -585241 |
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{ "first_band": { "type": "wma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 25, "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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