Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308965.7315 | 374530.9985 | -65565.2669 | -242901.8939 | 93468.3342 | -336370.228 |
Total P&L (%) | 308.9657 | 374.531 | -65.5653 | -242.9019 | 93.4683 | -336.3702 |
Avg Daily Profit (%) | 0.1601 | 0.194 | -0.034 | 0 | 0.0342 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253861 | -102823 | -314797 | -411150 | -95715 | -419975 |
Profit Factor | 1.2733 | 1.8313 | 0.9035 | 0.7822 | 1.25 | 0.5461 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 93 | 43 | 50 | 94 | 54 | 40 |
Losing Trades | 96 | 52 | 44 | 95 | 41 | 54 |
Profitability (%) | 49.2063 | 45.2632 | 53.1915 | 49.7355 | 56.8421 | 42.5532 |
Ratio Avg Win / Avg Loss | 1.3144 | 2.2146 | 0.7951 | 0.7905 | 0.949 | 0.7373 |
Largest Winning Trade | 162366 | 162366 | 57931 | 57127 | 57127 | 54477 |
Largest Losing Trade | -170446 | -51836 | -170446 | -130961 | -69377 | -130961 |
Avg Bars in Trades | 60 | 55 | 65 | 60 | 55 | 65 |
Avg Bars in Winners | 69 | 65 | 74 | 53 | 52 | 54 |
Avg Bars in Losers | 50 | 46 | 55 | 66 | 58 | 73 |
Bars Traded | 11362 | 5239 | 6123 | 11362 | 5239 | 6123 |
Profit Streak | 0 | 0 | 26.722 | 22.222 | 26.5554 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283740 | 320468 | -580126 | -579342 | -147975 | -583977 |
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{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 8 } }, "second_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 8 } }, "second_band": { "type": "swma", "factors": { "length": 75, "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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