Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234328.791 | 18083.2881 | 216245.503 | 196248.2312 | -169194.6154 | 365442.8466 |
Total P&L (%) | 234.3288 | 18.0833 | 216.2455 | 196.2482 | -169.1946 | 365.4428 |
Avg Daily Profit (%) | 0.2279 | 0.0176 | 0.2103 | 0.1057 | 0 | 0.1497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82073 | -72077 | -25906 | -226925 | -257302 | -37495 |
Profit Factor | 1.8611 | 1.0805 | 5.5588 | 1.3129 | 0.6883 | 5.3323 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 64.5161 | 58.0645 | 70.9677 | 64.5161 | 58.0645 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.0236 | 0.7803 | 2.274 | 0.7221 | 0.4971 | 2.1814 |
Largest Winning Trade | 52717 | 52717 | 37325 | 85054 | 85054 | 63959 |
Largest Losing Trade | -64833 | -64833 | -13232 | -226925 | -226925 | -37495 |
Avg Bars in Trades | 62 | 82 | 42 | 62 | 82 | 42 |
Avg Bars in Winners | 50 | 48 | 51 | 50 | 48 | 51 |
Avg Bars in Losers | 85 | 129 | 21 | 85 | 129 | 21 |
Bars Traded | 3878 | 2551 | 1327 | 3878 | 2551 | 1327 |
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 | -146337 | -310188 | 669310 | -210028 | -579772 | 628887 |
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{ "first_band": { "type": "pwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 4, "offset": 220 } } }
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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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