Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218748.4338 | -7563.5066 | 226311.9403 | 117887.0437 | -76214.2427 | 194101.2863 |
Total P&L (%) | 218.7484 | -7.5635 | 226.3119 | 117.887 | -76.2142 | 194.1013 |
Avg Daily Profit (%) | 0.1425 | -0.0049 | 0.1474 | 0.0507 | -0.0935 | 0.0703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66684 | -98422 | -30558 | -152525 | -143926 | -66823 |
Profit Factor | 1.4868 | 0.9739 | 2.4204 | 1.1585 | 0.8279 | 1.6455 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 27 | 7 | 20 | 27 | 7 | 20 |
Losing Trades | 56 | 35 | 21 | 56 | 35 | 21 |
Profitability (%) | 32.5301 | 16.6667 | 48.7805 | 32.5301 | 16.6667 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.0838 | 4.8696 | 2.5414 | 2.4029 | 4.1397 | 1.7277 |
Largest Winning Trade | 84090 | 84090 | 72930 | 115727 | 115727 | 69530 |
Largest Losing Trade | -31376 | -31376 | -21454 | -46496 | -33347 | -46496 |
Avg Bars in Trades | 54 | 39 | 69 | 54 | 39 | 69 |
Avg Bars in Winners | 113 | 113 | 114 | 113 | 113 | 114 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 4501 | 1656 | 2845 | 4501 | 1656 | 2845 |
Profit Streak | 0 | 0 | 50.2633 | 0 | 0 | 50.2633 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8531 | -644777 | 306359 | -178259 | -644777 | -95828 |
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{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 20, "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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