Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675750.2933 | 636500.9392 | 39249.3541 | 585784.6613 | 2669819.2012 | -2084034.54 |
Total P&L (%) | 675.7503 | 636.5009 | 39.2494 | 585.7847 | 2669.8192 | -2084.0345 |
Avg Daily Profit (%) | 0.312 | 0.2939 | 0.0181 | 0.0889 | 0.1535 | 0 |
Buy And Hold Return (%) | 576.8868 | 576.8868 | 576.8868 | 576.8868 | 576.8868 | 576.8868 |
Max Trade Drawdown | -97741 | -77361 | -128313 | -2843077 | -1034426 | -3087441 |
Profit Factor | 1.6523 | 2.501 | 1.0641 | 1.0714 | 1.9457 | 0.6131 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 57.5581 | 58.1395 | 56.9767 | 57.5581 | 58.1395 | 56.9767 |
Ratio Avg Win / Avg Loss | 1.2184 | 1.8007 | 0.8035 | 0.79 | 1.4009 | 0.463 |
Largest Winning Trade | 107358 | 107358 | 43191 | 1059480 | 1059480 | 263464 |
Largest Losing Trade | -70573 | -47689 | -70573 | -2334902 | -568432 | -2334902 |
Avg Bars in Trades | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Winners | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Losers | 54 | 48 | 60 | 54 | 48 | 60 |
Bars Traded | 8367 | 3866 | 4501 | 8367 | 3866 | 4501 |
Profit Streak | 30.274 | 0 | 66.774 | 30.274 | 0 | 66.774 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99027 | -119290 | -484506 | -376080 | 334483 | -579227 |
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{ "first_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 103, "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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