Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891623.4735 | 777351.9034 | 114271.5701 | 3764865.4729 | 1941918.2576 | 1822947.2154 |
Total P&L (%) | 891.6235 | 777.3519 | 114.2716 | 3764.8655 | 1941.9183 | 1822.9472 |
Avg Daily Profit (%) | 0.4717 | 0.4112 | 0.0605 | 0.1935 | 0.1597 | 0.1565 |
Buy And Hold Return (%) | 247.0124 | 247.0124 | 247.0124 | 247.0124 | 247.0124 | 247.0124 |
Max Trade Drawdown | -69323 | -70913 | -118656 | -2950335 | -2262783 | -1976667 |
Profit Factor | 2.6355 | 4.184 | 1.3796 | 1.3262 | 1.3564 | 1.2991 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 40.4255 | 31.9149 | 48.9362 | 40.4255 | 31.9149 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.884 | 8.9259 | 1.4396 | 1.9544 | 2.8937 | 1.3556 |
Largest Winning Trade | 379050 | 379050 | 59180 | 2933764 | 2933764 | 1892547 |
Largest Losing Trade | -53986 | -22484 | -53986 | -1102200 | -859925 | -1102200 |
Avg Bars in Trades | 79 | 70 | 88 | 79 | 70 | 88 |
Avg Bars in Winners | 140 | 138 | 142 | 140 | 138 | 142 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 7450 | 3290 | 4160 | 7450 | 3290 | 4160 |
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 | 336406 | 255867 | -277742 | 211122 | 82119 | 266838 |
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{ "first_band": { "type": "sma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 25, "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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