Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210962.9845 | -40450.4816 | 251413.4661 | 84315.4291 | -134191.6116 | 218507.0406 |
Total P&L (%) | 210.963 | -40.4505 | 251.4135 | 84.3154 | -134.1916 | 218.507 |
Avg Daily Profit (%) | 0.138 | -0.0265 | 0.1645 | 0.04 | 0 | 0.0758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75564 | -87685 | -62856 | -179508 | -162997 | -80146 |
Profit Factor | 1.5772 | 0.8499 | 3.6194 | 1.1586 | 0.6585 | 2.574 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 19 | 13 | 6 | 19 | 13 | 6 |
Profitability (%) | 68.3333 | 56.6667 | 80 | 68.3333 | 56.6667 | 80 |
Ratio Avg Win / Avg Loss | 0.7309 | 0.6499 | 0.9049 | 0.5369 | 0.5035 | 0.6435 |
Largest Winning Trade | 36225 | 23582 | 36225 | 51269 | 51269 | 37207 |
Largest Losing Trade | -61898 | -61898 | -41842 | -146242 | -146242 | -52307 |
Avg Bars in Trades | 98 | 126 | 69 | 98 | 126 | 69 |
Avg Bars in Winners | 58 | 69 | 50 | 58 | 69 | 50 |
Avg Bars in Losers | 183 | 200 | 146 | 183 | 200 | 146 |
Bars Traded | 5886 | 3795 | 2091 | 5886 | 3795 | 2091 |
Profit Streak | 79.2883 | 79.2883 | 282.5383 | 79.2883 | 79.2883 | 282.5383 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -178205 | -578592 | 596027 | -356784 | -578592 | -84331 |
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{ "first_band": { "type": "wma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 127, "offset": 0 } } }
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# | 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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