Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71305.6158 | 13640.5933 | 57665.0225 | 41165.9911 | 35464.15 | 5701.8411 |
Total P&L (%) | 71.3056 | 13.6406 | 57.665 | 41.166 | 35.4642 | 5.7018 |
Avg Daily Profit (%) | 0.2738 | 0.0524 | 0.2214 | 0.1325 | 0.1166 | 0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76957 | -25856 | -71838 | -180660 | -33578 | -176768 |
Profit Factor | 1.2903 | 1.1397 | 1.3896 | 1.0921 | 1.2541 | 1.0185 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 63.6364 | 62.1212 | 65.1515 | 63.6364 | 62.1212 | 65.1515 |
Ratio Avg Win / Avg Loss | 0.7373 | 0.695 | 0.7433 | 0.6241 | 0.7647 | 0.5448 |
Largest Winning Trade | 31196 | 12434 | 31196 | 34949 | 17506 | 34949 |
Largest Losing Trade | -45783 | -12430 | -45783 | -113672 | -18270 | -113672 |
Avg Bars in Trades | 184 | 180 | 187 | 184 | 180 | 187 |
Avg Bars in Winners | 134 | 139 | 129 | 134 | 139 | 129 |
Avg Bars in Losers | 271 | 248 | 297 | 271 | 248 | 297 |
Bars Traded | 24308 | 11910 | 12398 | 24308 | 11910 | 12398 |
Profit Streak | 5.4772 | 8.748 | 5.4772 | 5.4772 | 8.748 | 5.4772 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321472 | -366384 | -116958 | -136865 | -164204 | -654886 |
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{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 165, "offset": 197 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 165, "offset": 197 } } }
# | 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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