Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762576.1722 | 665520.2513 | 97055.9209 | 1384668.3924 | 1213153.4369 | 171514.9555 |
Total P&L (%) | 762.5762 | 665.5203 | 97.0559 | 1384.6684 | 1213.1534 | 171.515 |
Avg Daily Profit (%) | 0.4133 | 0.3607 | 0.0526 | 0.1463 | 0.1397 | 0.0542 |
Buy And Hold Return (%) | 239.5329 | 239.5329 | 239.5329 | 239.5329 | 239.5329 | 239.5329 |
Max Trade Drawdown | -90809 | -55513 | -69468 | -1147881 | -304244 | -1019087 |
Profit Factor | 2.4185 | 4.0039 | 1.3071 | 1.4119 | 1.9213 | 1.0839 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 56.962 | 52.5 | 61.5385 | 56.962 | 52.5 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.8273 | 3.6226 | 0.8169 | 1.0668 | 1.7383 | 0.6774 |
Largest Winning Trade | 477873 | 477873 | 57426 | 682745 | 682745 | 316620 |
Largest Losing Trade | -45594 | -23866 | -45594 | -1019087 | -176989 | -1019087 |
Avg Bars in Trades | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Winners | 69 | 70 | 68 | 69 | 70 | 68 |
Avg Bars in Losers | 64 | 56 | 75 | 64 | 56 | 75 |
Bars Traded | 5317 | 2548 | 2769 | 5317 | 2548 | 2769 |
Profit Streak | 0 | 0 | 77.3896 | 0 | 0 | 77.3896 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18576 | 486721 | -287503 | -27428 | -3459 | -413824 |
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{ "first_band": { "type": "wma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 68, "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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