Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558398.4933 | 602372.6624 | -43974.1691 | 33251.7852 | 133803.9381 | -100552.1529 |
Total P&L (%) | 558.3985 | 602.3727 | -43.9742 | 33.2518 | 133.8039 | -100.5522 |
Avg Daily Profit (%) | 0.2997 | 0.3233 | -0.0236 | 0.0154 | 0.0456 | 0 |
Buy And Hold Return (%) | 97.7038 | 97.7038 | 97.7038 | 97.7038 | 97.7038 | 97.7038 |
Max Trade Drawdown | -136131 | -83057 | -158921 | -201361 | -154145 | -178064 |
Profit Factor | 1.6781 | 2.6597 | 0.9045 | 1.0293 | 1.2391 | 0.8247 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 41.9048 | 37.7358 | 46.1538 | 41.9048 | 37.7358 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.3265 | 4.3885 | 1.0553 | 1.427 | 2.0444 | 0.9622 |
Largest Winning Trade | 329237 | 329237 | 69868 | 128102 | 128102 | 127988 |
Largest Losing Trade | -56527 | -40331 | -56527 | -99684 | -94199 | -99684 |
Avg Bars in Trades | 51 | 50 | 53 | 51 | 50 | 53 |
Avg Bars in Winners | 83 | 83 | 84 | 83 | 83 | 84 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 5424 | 2652 | 2772 | 5424 | 2652 | 2772 |
Profit Streak | 0 | 0 | 153.363 | 0 | 0 | 153.363 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300361 | -171216 | -759310 | -529164 | -366847 | -760976 |
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{ "first_band": { "type": "wma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "sinwma", "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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