Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613080.1882 | 513359.0765 | 99721.1117 | 944542.3806 | 594245.361 | 350297.0196 |
Total P&L (%) | 613.0802 | 513.3591 | 99.7211 | 944.5424 | 594.2454 | 350.297 |
Avg Daily Profit (%) | 0.3103 | 0.2598 | 0.0505 | 0.1188 | 0.0981 | 0.0762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148362 | -133936 | -91224 | -3412081 | -2711382 | -1057030 |
Profit Factor | 1.9165 | 2.5089 | 1.3034 | 1.1229 | 1.1424 | 1.0997 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 40.404 | 38 | 42.8571 | 40.404 | 38 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.8269 | 4.0934 | 1.7379 | 1.6563 | 1.8639 | 1.4663 |
Largest Winning Trade | 189965 | 189965 | 64561 | 1524347 | 1281903 | 1524347 |
Largest Losing Trade | -49993 | -49993 | -46501 | -1942456 | -1942456 | -678395 |
Avg Bars in Trades | 116 | 108 | 124 | 116 | 108 | 124 |
Avg Bars in Winners | 200 | 195 | 205 | 200 | 195 | 205 |
Avg Bars in Losers | 59 | 56 | 64 | 59 | 56 | 64 |
Bars Traded | 11561 | 5449 | 6112 | 11561 | 5449 | 6112 |
Profit Streak | 0 | 0 | 551.6365 | 0 | 0 | 551.6365 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329443 | -171390 | -126400 | -121682 | -309102 | -204139 |
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{ "first_band": { "type": "wma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "offset": 0 } } }
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# | 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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