Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2925154.8339 | 2804249.4249 | 120905.4091 | 2950443.1763 | 1641783.4326 | 1308659.7436 |
Total P&L (%) | 2925.1548 | 2804.2494 | 120.9054 | 2950.4432 | 1641.7834 | 1308.6597 |
Avg Daily Profit (%) | 1.2659 | 1.2136 | 0.0523 | 0.148 | 0.1237 | 0.1145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118240 | -113378 | -101348 | -2417907 | -1771772 | -1392993 |
Profit Factor | 4.7009 | 7.1533 | 1.3613 | 1.2304 | 1.2059 | 1.2707 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 36.8932 | 30.7692 | 43.1373 | 36.8932 | 30.7692 | 43.1373 |
Ratio Avg Win / Avg Loss | 8.0409 | 16.0949 | 1.7944 | 2.1046 | 2.7133 | 1.675 |
Largest Winning Trade | 2456012 | 2456012 | 82836 | 2899208 | 2899208 | 1398514 |
Largest Losing Trade | -46970 | -46970 | -29727 | -1063281 | -1063281 | -584847 |
Avg Bars in Trades | 65 | 58 | 72 | 65 | 58 | 72 |
Avg Bars in Winners | 116 | 117 | 115 | 116 | 117 | 115 |
Avg Bars in Losers | 35 | 31 | 39 | 35 | 31 | 39 |
Bars Traded | 6701 | 3024 | 3677 | 6701 | 3024 | 3677 |
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 | 587628 | -165758 | -304194 | 33292 | -214592 | -221372 |
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{ "first_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 20, "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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