Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606019.891 | 405917.9058 | 200101.9852 | 2271608.3494 | 1137682.1529 | 1133926.1965 |
Total P&L (%) | 606.0199 | 405.9179 | 200.102 | 2271.6083 | 1137.6822 | 1133.9262 |
Avg Daily Profit (%) | 0.2909 | 0.1948 | 0.096 | 0.1521 | 0.1208 | 0.1207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106867 | -102791 | -57994 | -2840533 | -2151518 | -1149653 |
Profit Factor | 1.6935 | 1.9553 | 1.4457 | 1.1618 | 1.1658 | 1.158 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 88 | 37 | 51 | 88 | 37 | 51 |
Losing Trades | 140 | 77 | 63 | 140 | 77 | 63 |
Profitability (%) | 38.5965 | 32.4561 | 44.7368 | 38.5965 | 32.4561 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.6942 | 4.069 | 1.7859 | 1.8483 | 2.4261 | 1.4305 |
Largest Winning Trade | 117823 | 117823 | 48559 | 1346121 | 1346121 | 762614 |
Largest Losing Trade | -26750 | -26750 | -23552 | -638939 | -495893 | -638939 |
Avg Bars in Trades | 108 | 102 | 115 | 108 | 102 | 115 |
Avg Bars in Winners | 178 | 194 | 165 | 178 | 194 | 165 |
Avg Bars in Losers | 65 | 57 | 74 | 65 | 57 | 74 |
Bars Traded | 24783 | 11647 | 13136 | 24783 | 11647 | 13136 |
Profit Streak | 19.2825 | 0 | 84.0325 | 19.2825 | 0 | 84.0325 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336250 | 151819 | -63498 | -36484 | -75385 | -79059 |
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{ "first_band": { "type": "wma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 41, "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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