Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590609.4243 | 473410.938 | 117198.4864 | 345024.7805 | 934550.0019 | -589525.2214 |
Total P&L (%) | 590.6094 | 473.4109 | 117.1985 | 345.0248 | 934.55 | -589.5252 |
Avg Daily Profit (%) | 0.3105 | 0.2489 | 0.0616 | 0.0785 | 0.1229 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129937 | -156585 | -79831 | -2184205 | -1796650 | -984813 |
Profit Factor | 1.8051 | 2.2412 | 1.3328 | 1.0597 | 1.3165 | 0.7911 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 40 | 37.5 | 42.5532 | 40 | 37.5 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.7076 | 3.7354 | 1.7992 | 1.5896 | 2.1942 | 1.068 |
Largest Winning Trade | 255019 | 255019 | 54218 | 1780342 | 1780342 | 467476 |
Largest Losing Trade | -48647 | -34628 | -48647 | -615770 | -484454 | -615770 |
Avg Bars in Trades | 77 | 71 | 84 | 77 | 71 | 84 |
Avg Bars in Winners | 129 | 123 | 135 | 129 | 123 | 135 |
Avg Bars in Losers | 43 | 40 | 46 | 43 | 40 | 46 |
Bars Traded | 7405 | 3431 | 3974 | 7405 | 3431 | 3974 |
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 | 315748 | 271164 | -112067 | -245435 | -31968 | -581926 |
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{ "first_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 63, "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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