Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219631.1882 | 246606.1699 | -26974.9817 | -125482.8853 | -157591.4872 | 32108.602 |
Total P&L (%) | 219.6312 | 246.6062 | -26.975 | -125.4829 | -157.5915 | 32.1086 |
Avg Daily Profit (%) | 0.1766 | 0.1983 | -0.0217 | 0 | 0 | 0.0224 |
Buy And Hold Return (%) | 24.7752 | 24.7752 | 24.7752 | 24.7752 | 24.7752 | 24.7752 |
Max Trade Drawdown | -203086 | -73259 | -222138 | -712097 | -191137 | -576800 |
Profit Factor | 1.2406 | 1.7951 | 0.9552 | 0.8856 | 0.5666 | 1.0438 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 106 | 49 | 57 | 61 | 34 | 27 |
Losing Trades | 58 | 33 | 25 | 103 | 48 | 55 |
Profitability (%) | 64.6341 | 59.7561 | 69.5122 | 37.1951 | 41.4634 | 32.9268 |
Ratio Avg Win / Avg Loss | 0.6788 | 1.209 | 0.419 | 1.4953 | 0.7999 | 2.1263 |
Largest Winning Trade | 39970 | 39970 | 30825 | 559181 | 47089 | 559181 |
Largest Losing Trade | -203086 | -38775 | -203086 | -300744 | -50839 | -300744 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 16 | 16 | 16 | 30 | 29 | 33 |
Avg Bars in Losers | 32 | 29 | 36 | 17 | 17 | 17 |
Bars Traded | 3656 | 1812 | 1844 | 3656 | 1812 | 1844 |
Profit Streak | 0 | 0 | 47.7373 | 11.7373 | 13.404 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306335 | 261441 | -580733 | -582326 | -587674 | -418687 |
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{ "first_band": { "type": "wma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 40, "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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