Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193414.3086 | 129352.6488 | 64061.6598 | -5043.9193 | -2922.9466 | -2120.9727 |
Total P&L (%) | 193.4143 | 129.3526 | 64.0617 | -5.0439 | -2.9229 | -2.121 |
Avg Daily Profit (%) | 0.1857 | 0.1242 | 0.0615 | -0.005 | -0.0028 | -0.0021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128649 | -89640 | -93583 | -126281 | -126703 | -87540 |
Profit Factor | 1.2083 | 1.2691 | 1.1431 | 0.9945 | 0.9941 | 0.995 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 211 | 103 | 108 | 211 | 103 | 108 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 63.3634 | 62.0482 | 64.6707 | 63.3634 | 62.0482 | 64.6707 |
Ratio Avg Win / Avg Loss | 0.6986 | 0.7762 | 0.6245 | 0.575 | 0.608 | 0.5436 |
Largest Winning Trade | 33808 | 33808 | 20823 | 39898 | 39898 | 23317 |
Largest Losing Trade | -69981 | -45046 | -69981 | -89575 | -89575 | -52049 |
Avg Bars in Trades | 74 | 72 | 75 | 74 | 72 | 75 |
Avg Bars in Winners | 57 | 53 | 61 | 57 | 53 | 61 |
Avg Bars in Losers | 102 | 103 | 101 | 102 | 103 | 101 |
Bars Traded | 24727 | 12067 | 12661 | 24727 | 12067 | 12661 |
Profit Streak | 0 | 6.212 | 0 | 0 | 6.212 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317842 | -26437 | -173801 | -577304 | -578207 | -578556 |
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{ "first_band": { "type": "wma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 81, "offset": 52 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 81, "offset": 52 } } }
# | 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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