Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316057.7987 | 253644.6186 | 62413.1801 | -621501.8094 | 6427.1074 | -627928.9168 |
Total P&L (%) | 316.0578 | 253.6446 | 62.4132 | -621.5018 | 6.4271 | -627.9289 |
Avg Daily Profit (%) | 0.1996 | 0.1602 | 0.0394 | 0 | 0.0039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174850 | -114524 | -174504 | -1555934 | -911669 | -1146016 |
Profit Factor | 1.3757 | 1.6059 | 1.1477 | 0.8545 | 1.003 | 0.7047 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 99 | 47 | 52 | 68 | 37 | 31 |
Losing Trades | 57 | 31 | 26 | 88 | 41 | 47 |
Profitability (%) | 63.4615 | 60.2564 | 66.6667 | 43.5897 | 47.4359 | 39.7436 |
Ratio Avg Win / Avg Loss | 0.792 | 1.0592 | 0.5738 | 1.1058 | 1.1114 | 1.0684 |
Largest Winning Trade | 88787 | 88787 | 33136 | 245489 | 245489 | 132282 |
Largest Losing Trade | -150194 | -56725 | -150194 | -681257 | -255183 | -681257 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 44 | 43 | 44 | 69 | 67 | 71 |
Avg Bars in Losers | 84 | 82 | 85 | 50 | 51 | 49 |
Bars Traded | 9145 | 4583 | 4562 | 9145 | 4583 | 4562 |
Profit Streak | 23.5965 | 23.5965 | 34.2632 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363355 | -23096 | -232009 | -580786 | -606025 | -617558 |
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{ "first_band": { "type": "wma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 179, "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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