Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571543.4446 | 633190.2301 | -61646.7855 | -3614.5711 | 1123729.1583 | -1127343.7293 |
Total P&L (%) | 571.5434 | 633.1902 | -61.6468 | -3.6146 | 1123.7292 | -1127.3437 |
Avg Daily Profit (%) | 0.3092 | 0.3425 | -0.0333 | -0.002 | 0.1356 | 0 |
Buy And Hold Return (%) | 163.0337 | 163.0337 | 163.0337 | 163.0337 | 163.0337 | 163.0337 |
Max Trade Drawdown | -135181 | -93847 | -163960 | -1395579 | -390617 | -1260752 |
Profit Factor | 1.7408 | 3.227 | 0.8735 | 0.9991 | 1.8874 | 0.615 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 40.9091 | 43.1818 | 38.6364 | 40.9091 | 43.1818 | 38.6364 |
Ratio Avg Win / Avg Loss | 2.5144 | 4.2461 | 1.3873 | 1.4432 | 2.4834 | 0.9767 |
Largest Winning Trade | 375727 | 375727 | 79284 | 728009 | 728009 | 324725 |
Largest Losing Trade | -72286 | -32506 | -72286 | -879700 | -179257 | -879700 |
Avg Bars in Trades | 60 | 57 | 63 | 60 | 57 | 63 |
Avg Bars in Winners | 98 | 88 | 109 | 98 | 88 | 109 |
Avg Bars in Losers | 34 | 33 | 34 | 34 | 33 | 34 |
Bars Traded | 5325 | 2523 | 2802 | 5325 | 2523 | 2802 |
Profit Streak | 5.7632 | 0 | 8.7632 | 5.7632 | 0 | 8.7632 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 252369 | 378191 | -582802 | -581710 | -10715 | -584469 |
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{ "first_band": { "type": "wma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "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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