Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345018.2422 | 322324.0833 | 22694.1589 | 24180.5675 | 1247676.6583 | -1223496.0907 |
Total P&L (%) | 345.0182 | 322.3241 | 22.6942 | 24.1806 | 1247.6767 | -1223.4961 |
Avg Daily Profit (%) | 0.2807 | 0.2623 | 0.0185 | 0.0176 | 0.2119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216181 | -139482 | -108951 | -3492050 | -1576363 | -2155503 |
Profit Factor | 1.6457 | 2.0477 | 1.1001 | 1.0038 | 1.3987 | 0.6194 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 53.1646 | 47.5 | 58.9744 | 53.1646 | 47.5 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.4497 | 2.2632 | 0.7653 | 0.8843 | 1.546 | 0.4309 |
Largest Winning Trade | 259086 | 259086 | 42962 | 2082317 | 2082317 | 263428 |
Largest Losing Trade | -60599 | -43881 | -60599 | -1104320 | -727748 | -1104320 |
Avg Bars in Trades | 91 | 105 | 78 | 91 | 105 | 78 |
Avg Bars in Winners | 94 | 112 | 79 | 94 | 112 | 79 |
Avg Bars in Losers | 88 | 98 | 75 | 88 | 98 | 75 |
Bars Traded | 7247 | 4201 | 3046 | 7247 | 4201 | 3046 |
Profit Streak | 0 | 0 | 63.362 | 0 | 0 | 63.362 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20550 | 399651 | -283202 | -422278 | 323760 | -578620 |
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 37 } }, "second_band": { "type": "rma", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 37 } }, "second_band": { "type": "rma", "factors": { "length": 92, "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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