Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1815255.7732 | 1752395.7739 | 62859.9993 | 1133820.782 | 1613478.4295 | -479657.6474 |
Total P&L (%) | 1815.2558 | 1752.3958 | 62.86 | 1133.8208 | 1613.4784 | -479.6576 |
Avg Daily Profit (%) | 0.7831 | 0.756 | 0.0271 | 0.1085 | 0.1226 | 0 |
Buy And Hold Return (%) | 32.8063 | 32.8063 | 32.8063 | 32.8063 | 32.8063 | 32.8063 |
Max Trade Drawdown | -84324 | -63171 | -99660 | -2389237 | -2202320 | -1830000 |
Profit Factor | 4.3894 | 8.3957 | 1.2105 | 1.1072 | 1.3376 | 0.9172 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 44.0678 | 40 | 48.2759 | 44.0678 | 40 | 48.2759 |
Ratio Avg Win / Avg Loss | 5.5711 | 12.5936 | 1.297 | 1.4053 | 2.0064 | 0.9827 |
Largest Winning Trade | 1594230 | 1594230 | 88119 | 2028818 | 2028818 | 1476089 |
Largest Losing Trade | -65774 | -34912 | -65774 | -1084982 | -898513 | -1084982 |
Avg Bars in Trades | 71 | 55 | 88 | 71 | 55 | 88 |
Avg Bars in Winners | 119 | 107 | 129 | 119 | 107 | 129 |
Avg Bars in Losers | 34 | 20 | 50 | 34 | 20 | 50 |
Bars Traded | 4241 | 1672 | 2569 | 4241 | 1672 | 2569 |
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 | -161437 | 625742 | -165285 | -332168 | -31378 | -581503 |
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{ "first_band": { "type": "wma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 35, "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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