Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366132.5053 | 262720.7632 | 103411.742 | -4737966.2028 | -5088797.2481 | 350831.0454 |
Total P&L (%) | 366.1325 | 262.7208 | 103.4117 | -4737.9662 | -5088.7972 | 350.831 |
Avg Daily Profit (%) | 0.1918 | 0.1376 | 0.0542 | 0 | 0 | 0.0789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235109 | -97180 | -236751 | -16572797 | -12708232 | -8633058 |
Profit Factor | 1.3685 | 1.5928 | 1.1879 | 0.9087 | 0.8171 | 1.0146 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 146 | 72 | 74 | 129 | 64 | 65 |
Losing Trades | 119 | 61 | 58 | 136 | 69 | 67 |
Profitability (%) | 55.0943 | 54.1353 | 56.0606 | 48.6792 | 48.1203 | 49.2424 |
Ratio Avg Win / Avg Loss | 1.1154 | 1.3494 | 0.9311 | 0.958 | 0.881 | 1.0458 |
Largest Winning Trade | 46276 | 46276 | 35992 | 7993083 | 5448939 | 7993083 |
Largest Losing Trade | -224728 | -56337 | -224728 | -3541974 | -3541974 | -2550055 |
Avg Bars in Trades | 41 | 46 | 37 | 41 | 46 | 37 |
Avg Bars in Winners | 34 | 37 | 32 | 45 | 55 | 35 |
Avg Bars in Losers | 50 | 56 | 43 | 38 | 37 | 39 |
Bars Traded | 11059 | 6118 | 4941 | 11059 | 6118 | 4941 |
Profit Streak | 12.4854 | 18.9854 | 12.4854 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417939 | -5646 | -134881 | -579905 | -581710 | -292586 |
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{ "first_band": { "type": "wma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 2, "offset": 147 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 2, "offset": 147 } } }
# | 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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