Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2033260.5079 | 1953658.8873 | 79601.6206 | 4681723.2423 | 65321.3849 | 4616401.8574 |
Total P&L (%) | 2033.2605 | 1953.6589 | 79.6016 | 4681.7232 | 65.3214 | 4616.4019 |
Avg Daily Profit (%) | 0.8617 | 0.828 | 0.0337 | 0.164 | 0.0213 | 0.1635 |
Buy And Hold Return (%) | 507.8194 | 507.8194 | 507.8194 | 507.8194 | 507.8194 | 507.8194 |
Max Trade Drawdown | -117796 | -122672 | -73873 | -6457583 | -7372968 | -3587895 |
Profit Factor | 5.0236 | 8.7878 | 1.3128 | 1.2084 | 1.0051 | 1.48 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 38.3562 | 33.3333 | 43.2432 | 38.3562 | 33.3333 | 43.2432 |
Ratio Avg Win / Avg Loss | 8.0736 | 17.5757 | 1.7231 | 1.9421 | 2.0102 | 1.9424 |
Largest Winning Trade | 1637505 | 1637505 | 59260 | 5820631 | 5820631 | 3165648 |
Largest Losing Trade | -33177 | -29452 | -33177 | -1952797 | -1952797 | -1788437 |
Avg Bars in Trades | 124 | 115 | 133 | 124 | 115 | 133 |
Avg Bars in Winners | 193 | 217 | 176 | 193 | 217 | 176 |
Avg Bars in Losers | 81 | 65 | 100 | 81 | 65 | 100 |
Bars Traded | 9100 | 4172 | 4928 | 9100 | 4172 | 4928 |
Profit Streak | 0 | 113.9276 | 0 | 0 | 113.9276 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61992 | 498055 | -314950 | -72439 | -549519 | 266326 |
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{ "first_band": { "type": "wma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 76, "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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