Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714140.7422 | 487376.2862 | 226764.456 | 4518808.1021 | 807644.4502 | 3711163.6518 |
Total P&L (%) | 714.1407 | 487.3763 | 226.7645 | 4518.8081 | 807.6445 | 3711.1637 |
Avg Daily Profit (%) | 0.3754 | 0.2562 | 0.1192 | 0.2017 | 0.116 | 0.1916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95772 | -87363 | -113680 | -1679255 | -2498313 | -879558 |
Profit Factor | 2.6736 | 3.2316 | 2.0886 | 1.4951 | 1.1419 | 2.0803 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 32.9545 | 27.2727 | 38.6364 | 32.9545 | 27.2727 | 38.6364 |
Ratio Avg Win / Avg Loss | 5.4394 | 8.6177 | 3.3171 | 3.0417 | 3.0451 | 3.3041 |
Largest Winning Trade | 208608 | 208608 | 56076 | 1364188 | 1364188 | 1267411 |
Largest Losing Trade | -34343 | -26663 | -34343 | -1679255 | -1679255 | -852648 |
Avg Bars in Trades | 62 | 52 | 72 | 62 | 52 | 72 |
Avg Bars in Winners | 156 | 143 | 166 | 156 | 143 | 166 |
Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
Bars Traded | 5461 | 2288 | 3173 | 5461 | 2288 | 3173 |
Profit Streak | 0 | 0 | 708.9985 | 0 | 0 | 708.9985 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296756 | -5461 | -33300 | 145637 | -120776 | 306610 |
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{ "first_band": { "type": "wma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 108, "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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