Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734602.4941 | 577799.1069 | 156803.3872 | 2655842.0951 | 1744287.8652 | 911554.23 |
Total P&L (%) | 734.6025 | 577.7991 | 156.8034 | 2655.8421 | 1744.2879 | 911.5542 |
Avg Daily Profit (%) | 0.3718 | 0.2924 | 0.0794 | 0.168 | 0.1476 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137640 | -131020 | -78577 | -4376164 | -3966055 | -2198873 |
Profit Factor | 1.9998 | 2.4301 | 1.4741 | 1.1656 | 1.1861 | 1.1368 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 45.0292 | 44.186 | 45.8824 | 45.0292 | 44.186 | 45.8824 |
Ratio Avg Win / Avg Loss | 2.4413 | 3.0696 | 1.7387 | 1.4229 | 1.4982 | 1.3408 |
Largest Winning Trade | 204733 | 204733 | 66663 | 2166128 | 1852506 | 2166128 |
Largest Losing Trade | -40292 | -37332 | -40292 | -2021724 | -2021724 | -1264019 |
Avg Bars in Trades | 67 | 60 | 74 | 67 | 60 | 74 |
Avg Bars in Winners | 104 | 95 | 112 | 104 | 95 | 112 |
Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
Bars Traded | 11556 | 5237 | 6319 | 11556 | 5237 | 6319 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441654 | 391416 | -86670 | -31641 | -14006 | -108129 |
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{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 23, "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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