Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1644579.5569 | 1505737.8731 | 138841.6838 | 10869930.7243 | 10107221.6218 | 762709.1025 |
Total P&L (%) | 1644.5796 | 1505.7379 | 138.8417 | 10869.9307 | 10107.2216 | 762.7091 |
Avg Daily Profit (%) | 0.6573 | 0.6018 | 0.0555 | 0.1879 | 0.1851 | 0.0862 |
Buy And Hold Return (%) | 448.9755 | 448.9755 | 448.9755 | 448.9755 | 448.9755 | 448.9755 |
Max Trade Drawdown | -136427 | -55522 | -102734 | -56070948 | -20666318 | -46204051 |
Profit Factor | 5.1865 | 10.141 | 1.6087 | 1.118 | 1.2963 | 1.0131 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 45.3125 | 40.625 | 50 | 45.3125 | 40.625 | 50 |
Ratio Avg Win / Avg Loss | 6.2596 | 14.8215 | 1.6087 | 1.3493 | 1.8947 | 1.0131 |
Largest Winning Trade | 1042946 | 1042946 | 57856 | 20597812 | 16892546 | 20597812 |
Largest Losing Trade | -67493 | -18967 | -67493 | -32328134 | -12142842 | -32328134 |
Avg Bars in Trades | 113 | 104 | 122 | 113 | 104 | 122 |
Avg Bars in Winners | 182 | 178 | 186 | 182 | 178 | 186 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 7284 | 3350 | 3934 | 7284 | 3350 | 3934 |
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 | -128244 | 486916 | -281582 | -228426 | 194557 | -292504 |
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{ "first_band": { "type": "wma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 32, "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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