Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659265.4482 | 371138.5427 | 288126.9055 | 8759118.9129 | 5905779.8754 | 2853339.0375 |
Total P&L (%) | 659.2654 | 371.1385 | 288.1269 | 8759.1189 | 5905.7799 | 2853.339 |
Avg Daily Profit (%) | 0.3918 | 0.2206 | 0.1712 | 0.2669 | 0.2437 | 0.2014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78893 | -94493 | -47313 | -2938059 | -987124 | -2405299 |
Profit Factor | 2.0967 | 2.1289 | 2.0578 | 1.898 | 2.295 | 1.5494 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 38.756 | 35.2381 | 42.3077 | 38.756 | 35.2381 | 42.3077 |
Ratio Avg Win / Avg Loss | 3.3132 | 3.9125 | 2.8061 | 2.9993 | 4.2178 | 2.1128 |
Largest Winning Trade | 116763 | 116763 | 52634 | 1778438 | 1778438 | 1479612 |
Largest Losing Trade | -18222 | -18222 | -12509 | -1194068 | -705250 | -1194068 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3323 | 1487 | 1836 | 3323 | 1487 | 1836 |
Profit Streak | 11.3557 | 12.8557 | 0 | 11.3557 | 12.8557 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406723 | 241889 | 298665 | 354470 | 275541 | 280017 |
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 3, "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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