Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131652.4456 | 223194.346 | -91541.9005 | 4580869.6684 | 2005846.237 | 2575023.4314 |
Total P&L (%) | 131.6524 | 223.1943 | -91.5419 | 4580.8697 | 2005.8462 | 2575.0234 |
Avg Daily Profit (%) | 0.0607 | 0.1029 | -0.0422 | 0.1775 | 0.1406 | 0.1517 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -533631 | -68806 | -480978 | -742500 | -535942 | -404021 |
Profit Factor | 1.1374 | 1.7342 | 0.8601 | 2.9869 | 2.5073 | 3.6415 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 84 | 39 | 45 | 86 | 42 | 44 |
Losing Trades | 27 | 16 | 11 | 25 | 13 | 12 |
Profitability (%) | 75.6757 | 70.9091 | 80.3571 | 77.4775 | 76.3636 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.3656 | 0.7114 | 0.2102 | 0.8683 | 0.7761 | 0.9931 |
Largest Winning Trade | 46372 | 46372 | 38367 | 534111 | 459871 | 534111 |
Largest Losing Trade | -258724 | -45316 | -258724 | -375721 | -375721 | -314183 |
Avg Bars in Trades | 73 | 78 | 69 | 73 | 78 | 69 |
Avg Bars in Winners | 54 | 53 | 55 | 59 | 60 | 59 |
Avg Bars in Losers | 133 | 138 | 125 | 122 | 136 | 106 |
Bars Traded | 8179 | 4302 | 3878 | 8179 | 4302 | 3878 |
Profit Streak | 434.0919 | 434.0919 | 553.5919 | 434.0919 | 434.0919 | 553.5919 |
Trades During Streak | 23 | 11 | 16 | 23 | 11 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177396 | -230927 | -755387 | 595489 | -178046 | -163184 |
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{ "first_band": { "type": "wma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 169, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 169, "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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