Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857195.2164 | 694538.9835 | 162656.2329 | 4676766.1763 | 2389519.0578 | 2287247.1185 |
Total P&L (%) | 857.1952 | 694.539 | 162.6562 | 4676.7662 | 2389.5191 | 2287.2471 |
Avg Daily Profit (%) | 0.4336 | 0.3513 | 0.0823 | 0.1958 | 0.1627 | 0.1606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119718 | -64349 | -136087 | -2223566 | -1528461 | -1562143 |
Profit Factor | 2.1047 | 2.6791 | 1.449 | 1.4568 | 1.43 | 1.4886 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 56 | 20 | 36 | 56 | 20 | 36 |
Losing Trades | 112 | 64 | 48 | 112 | 64 | 48 |
Profitability (%) | 33.3333 | 23.8095 | 42.8571 | 33.3333 | 23.8095 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.2095 | 8.5733 | 1.9319 | 2.9136 | 4.576 | 1.9848 |
Largest Winning Trade | 227185 | 227185 | 77896 | 1713927 | 1713927 | 1251657 |
Largest Losing Trade | -27451 | -22474 | -27451 | -829208 | -486678 | -829208 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 77 | 88 | 71 | 77 | 88 | 71 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 5789 | 2656 | 3133 | 5789 | 2656 | 3133 |
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 | 303664 | -20949 | -84109 | 163916 | -25682 | 249893 |
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{ "first_band": { "type": "wma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 26, "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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