Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454800.0354 | 271591.9169 | 183208.1185 | 956635.9082 | 842385.428 | 114250.4802 |
Total P&L (%) | 454.8 | 271.5919 | 183.2081 | 956.6359 | 842.3854 | 114.2505 |
Avg Daily Profit (%) | 0.271 | 0.1618 | 0.1092 | 0.1406 | 0.1338 | 0.0454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85797 | -99305 | -62544 | -1278756 | -500959 | -864315 |
Profit Factor | 1.4166 | 1.5059 | 1.3301 | 1.2054 | 1.3947 | 1.0453 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 178 | 87 | 91 | 178 | 87 | 91 |
Losing Trades | 229 | 117 | 112 | 229 | 117 | 112 |
Profitability (%) | 43.7346 | 42.6471 | 44.8276 | 43.7346 | 42.6471 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.8224 | 2.0252 | 1.6371 | 1.5508 | 1.8757 | 1.2865 |
Largest Winning Trade | 90346 | 90346 | 43455 | 550100 | 550100 | 367061 |
Largest Losing Trade | -20956 | -20311 | -20956 | -466617 | -372079 | -466617 |
Avg Bars in Trades | 49 | 46 | 51 | 49 | 46 | 51 |
Avg Bars in Winners | 69 | 65 | 74 | 69 | 65 | 74 |
Avg Bars in Losers | 33 | 32 | 33 | 33 | 32 | 33 |
Bars Traded | 20037 | 9534 | 10503 | 20037 | 9534 | 10503 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353746 | 266444 | -47362 | -4619 | -14604 | -304465 |
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 32, "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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