Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660463.5983 | 561856.8353 | 98606.763 | 731776.1918 | 137598.9463 | 594177.2454 |
Total P&L (%) | 660.4636 | 561.8568 | 98.6068 | 731.7762 | 137.5989 | 594.1772 |
Avg Daily Profit (%) | 0.3535 | 0.3007 | 0.0528 | 0.1134 | 0.0463 | 0.1038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84703 | -49791 | -50714 | -1203223 | -926008 | -446508 |
Profit Factor | 2.7307 | 3.7746 | 1.5505 | 1.193 | 1.0647 | 1.3572 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 38.5965 | 31.0345 | 46.4286 | 38.5965 | 31.0345 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.3443 | 8.388 | 1.7891 | 1.898 | 2.3659 | 1.566 |
Largest Winning Trade | 510863 | 510863 | 54447 | 788202 | 788202 | 523616 |
Largest Losing Trade | -28149 | -28149 | -24328 | -344503 | -290780 | -344503 |
Avg Bars in Trades | 63 | 51 | 74 | 63 | 51 | 74 |
Avg Bars in Winners | 124 | 108 | 135 | 124 | 108 | 135 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 3592 | 1505 | 2087 | 3592 | 1505 | 2087 |
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 | -169652 | 301110 | -142160 | -232446 | -286747 | -74956 |
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{ "first_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 19, "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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