Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226358.4834 | 1041374.8227 | 184983.6607 | 14984871.7644 | 10659361.3513 | 4325510.4131 |
Total P&L (%) | 1226.3585 | 1041.3748 | 184.9837 | 14984.8718 | 10659.3614 | 4325.5104 |
Avg Daily Profit (%) | 0.6687 | 0.5678 | 0.1009 | 0.2739 | 0.2554 | 0.2069 |
Buy And Hold Return (%) | 177.0502 | 177.0502 | 177.0502 | 177.0502 | 177.0502 | 177.0502 |
Max Trade Drawdown | -85248 | -52995 | -35615 | -2389206 | -2157889 | -2501938 |
Profit Factor | 5.1633 | 7.428 | 2.3955 | 2.8955 | 3.5546 | 2.1588 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 52.5424 | 50 | 55.1724 | 52.5424 | 50 | 55.1724 |
Ratio Avg Win / Avg Loss | 4.6636 | 7.428 | 1.9463 | 2.6153 | 3.5546 | 1.754 |
Largest Winning Trade | 781720 | 781720 | 56110 | 5303402 | 5303402 | 4274572 |
Largest Losing Trade | -34887 | -34887 | -26315 | -2157889 | -2157889 | -1501885 |
Avg Bars in Trades | 59 | 56 | 61 | 59 | 56 | 61 |
Avg Bars in Winners | 87 | 87 | 87 | 87 | 87 | 87 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 3494 | 1706 | 1788 | 3494 | 1706 | 1788 |
Profit Streak | 0 | 0 | 80.5783 | 0 | 0 | 80.5783 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159260 | 681004 | -204421 | -164972 | 547158 | 481551 |
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{ "first_band": { "type": "wma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 29, "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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