Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682046.5125 | 608056.1059 | 73990.4066 | 485030.2362 | 500092.1245 | -15061.8882 |
Total P&L (%) | 682.0465 | 608.0561 | 73.9904 | 485.0302 | 500.0921 | -15.0619 |
Avg Daily Profit (%) | 0.3661 | 0.3264 | 0.0397 | 0.0949 | 0.0962 | -0.0088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166331 | -89714 | -104496 | -594472 | -312033 | -372947 |
Profit Factor | 2.7004 | 3.9665 | 1.3772 | 1.257 | 1.5655 | 0.985 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.8255 | 5.6192 | 1.9511 | 1.7808 | 2.2178 | 1.3954 |
Largest Winning Trade | 529524 | 529524 | 63113 | 564122 | 564122 | 294976 |
Largest Losing Trade | -58271 | -58271 | -34412 | -240475 | -138307 | -240475 |
Avg Bars in Trades | 184 | 157 | 211 | 184 | 157 | 211 |
Avg Bars in Winners | 301 | 242 | 360 | 301 | 242 | 360 |
Avg Bars in Losers | 101 | 97 | 105 | 101 | 97 | 105 |
Bars Traded | 10683 | 4561 | 6122 | 10683 | 4561 | 6122 |
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 | -168242 | 458917 | -141588 | -248228 | -64661 | -582518 |
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 81, "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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