Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21166.8804 | 210700.5617 | -189533.6812 | 13281617.2714 | 4743580.5998 | 8538036.6716 |
Total P&L (%) | 21.1669 | 210.7006 | -189.5337 | 13281.6173 | 4743.5806 | 8538.0367 |
Avg Daily Profit (%) | 0.0098 | 0.0975 | -0.0877 | 0.2267 | 0.1796 | 0.2064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -570251 | -88543 | -545972 | -4607474 | -3319960 | -1775431 |
Profit Factor | 1.0225 | 1.7479 | 0.7131 | 2.2553 | 1.693 | 3.2856 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 61 | 29 | 32 | 61 | 30 | 31 |
Losing Trades | 19 | 11 | 8 | 19 | 10 | 9 |
Profitability (%) | 76.25 | 72.5 | 80 | 76.25 | 75 | 77.5 |
Ratio Avg Win / Avg Loss | 0.3185 | 0.663 | 0.1783 | 0.7025 | 0.5643 | 0.9539 |
Largest Winning Trade | 57556 | 57556 | 49850 | 1442407 | 1058481 | 1442407 |
Largest Losing Trade | -420838 | -38484 | -420838 | -1855707 | -1855707 | -1062318 |
Avg Bars in Trades | 51 | 57 | 45 | 51 | 57 | 45 |
Avg Bars in Winners | 35 | 40 | 29 | 37 | 42 | 32 |
Avg Bars in Losers | 104 | 102 | 107 | 96 | 104 | 89 |
Bars Traded | 4130 | 2308 | 1822 | 4130 | 2308 | 1822 |
Profit Streak | 281.8255 | 429.8255 | 281.8255 | 281.8255 | 429.8255 | 281.8255 |
Trades During Streak | 12 | 10 | 6 | 12 | 10 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -401914 | -57916 | -575446 | -8781 | 469082 | 597728 |
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{ "first_band": { "type": "wma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 72, "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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