Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1980127.0409 | 1940940.8382 | 39186.2027 | 1996752.2915 | 14184.0836 | 1982568.2079 |
Total P&L (%) | 1980.127 | 1940.9408 | 39.1862 | 1996.7523 | 14.1841 | 1982.5682 |
Avg Daily Profit (%) | 0.839 | 0.8224 | 0.0166 | 0.129 | 0.0056 | 0.1287 |
Buy And Hold Return (%) | 493.0004 | 493.0004 | 493.0004 | 493.0004 | 493.0004 | 493.0004 |
Max Trade Drawdown | -140950 | -160562 | -66947 | -4237893 | -4217897 | -995137 |
Profit Factor | 4.6397 | 7.8191 | 1.1511 | 1.1978 | 1.0024 | 1.4841 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40 | 36.6667 | 43.3333 | 40 | 36.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.9596 | 13.5056 | 1.5052 | 1.7966 | 1.7314 | 1.9408 |
Largest Winning Trade | 1634162 | 1634162 | 59892 | 3371528 | 3371528 | 1357450 |
Largest Losing Trade | -33924 | -33924 | -32717 | -1378451 | -1378451 | -782666 |
Avg Bars in Trades | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Winners | 110 | 113 | 107 | 110 | 113 | 107 |
Avg Bars in Losers | 52 | 48 | 55 | 52 | 48 | 55 |
Bars Traded | 4528 | 2183 | 2345 | 4528 | 2183 | 2345 |
Profit Streak | 39.2264 | 39.2264 | 71.7264 | 39.2264 | 39.2264 | 71.7264 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158155 | 530985 | -391768 | -201096 | -572592 | -22708 |
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{ "first_band": { "type": "pwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 71, "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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