Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626116.7501 | 524949.4212 | 101167.3289 | 757723.6146 | -271034.2057 | 1028757.8203 |
Total P&L (%) | 626.1168 | 524.9494 | 101.1673 | 757.7236 | -271.0342 | 1028.7578 |
Avg Daily Profit (%) | 0.3267 | 0.2739 | 0.0528 | 0.1122 | 0 | 0.1265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213000 | -139736 | -110705 | -3116115 | -2470149 | -1336848 |
Profit Factor | 2.1892 | 3.1166 | 1.3633 | 1.1021 | 0.9328 | 1.3037 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 48.5294 | 44.1176 | 52.9412 | 48.5294 | 44.1176 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.3219 | 3.9476 | 1.2118 | 1.1689 | 1.1815 | 1.1588 |
Largest Winning Trade | 221263 | 221263 | 65980 | 941419 | 729250 | 941419 |
Largest Losing Trade | -48406 | -27585 | -48406 | -647948 | -513828 | -647948 |
Avg Bars in Trades | 108 | 94 | 123 | 108 | 94 | 123 |
Avg Bars in Winners | 151 | 127 | 170 | 151 | 127 | 170 |
Avg Bars in Losers | 69 | 68 | 70 | 69 | 68 | 70 |
Bars Traded | 7411 | 3214 | 4197 | 7411 | 3214 | 4197 |
Profit Streak | 0 | 0 | 78.2444 | 0 | 0 | 78.2444 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101063 | 443506 | -121029 | -265334 | -581416 | -22634 |
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{ "first_band": { "type": "wma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 57, "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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