Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478608.7227 | 439174.5855 | 39434.1372 | 156139.7854 | -170642.4116 | 326782.1969 |
Total P&L (%) | 478.6087 | 439.1746 | 39.4341 | 156.1398 | -170.6424 | 326.7822 |
Avg Daily Profit (%) | 0.191 | 0.1753 | 0.0157 | 0.0376 | 0 | 0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173983 | -85767 | -90612 | -1974074 | -1458954 | -959844 |
Profit Factor | 1.7747 | 2.6568 | 1.1118 | 1.027 | 0.9418 | 1.1141 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.8682 | 2.7966 | 1.1703 | 1.081 | 0.9913 | 1.1728 |
Largest Winning Trade | 313072 | 313072 | 47183 | 973892 | 973892 | 713094 |
Largest Losing Trade | -44993 | -40122 | -44993 | -552440 | -552440 | -509187 |
Avg Bars in Trades | 124 | 114 | 135 | 124 | 114 | 135 |
Avg Bars in Winners | 169 | 156 | 181 | 169 | 156 | 181 |
Avg Bars in Losers | 82 | 74 | 91 | 82 | 74 | 91 |
Bars Traded | 9743 | 4467 | 5276 | 9743 | 4467 | 5276 |
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 | -28366 | 431988 | -272102 | -372896 | -581255 | -211030 |
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{ "first_band": { "type": "wma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 74, "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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