Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461910.8943 | 431756.0905 | 30154.8038 | 129593.5109 | 158588.3683 | -28994.8574 |
Total P&L (%) | 461.9109 | 431.7561 | 30.1548 | 129.5935 | 158.5884 | -28.9949 |
Avg Daily Profit (%) | 0.2218 | 0.2073 | 0.0145 | 0.0399 | 0.0456 | -0.0164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143488 | -87424 | -147160 | -256841 | -135653 | -221842 |
Profit Factor | 1.7571 | 2.5302 | 1.092 | 1.1318 | 1.3731 | 0.9481 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 46 | 46 | 46 | 46 | 46 | 46 |
Ratio Avg Win / Avg Loss | 2.0627 | 2.9702 | 1.2819 | 1.3286 | 1.6119 | 1.113 |
Largest Winning Trade | 277099 | 277099 | 67821 | 176984 | 176984 | 82884 |
Largest Losing Trade | -43131 | -43131 | -42151 | -83355 | -67873 | -83355 |
Avg Bars in Trades | 245 | 231 | 258 | 245 | 231 | 258 |
Avg Bars in Winners | 352 | 332 | 373 | 352 | 332 | 373 |
Avg Bars in Losers | 153 | 145 | 161 | 153 | 145 | 161 |
Bars Traded | 24514 | 11569 | 12944 | 24514 | 11569 | 12944 |
Profit Streak | 12.2059 | 0 | 12.8726 | 12.2059 | 0 | 12.8726 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376916 | -169103 | -476966 | -215824 | -311932 | -760111 |
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{ "first_band": { "type": "wma", "factors": { "length": 85, "offset": 208 } }, "second_band": { "type": "wma", "factors": { "length": 199, "offset": 0 } } }
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# | 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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