Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79982.5432 | 46443.7452 | 33538.798 | 70470.2804 | 102943.4506 | -32473.1702 |
Total P&L (%) | 79.9825 | 46.4437 | 33.5388 | 70.4703 | 102.9435 | -32.4732 |
Avg Daily Profit (%) | 0.3071 | 0.1783 | 0.1288 | 0.205 | 0.2721 | -0.1507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76403 | -34707 | -51085 | -230294 | -83731 | -160601 |
Profit Factor | 1.233 | 1.2814 | 1.1881 | 1.0913 | 1.314 | 0.9268 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 66.5198 | 66.6667 | 66.3717 | 66.5198 | 66.6667 | 66.3717 |
Ratio Avg Win / Avg Loss | 0.6206 | 0.6407 | 0.602 | 0.5493 | 0.657 | 0.4696 |
Largest Winning Trade | 10051 | 10051 | 10006 | 24477 | 24477 | 17348 |
Largest Losing Trade | -20601 | -16586 | -20601 | -63150 | -27421 | -63150 |
Avg Bars in Trades | 108 | 108 | 109 | 108 | 108 | 109 |
Avg Bars in Winners | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Losers | 194 | 198 | 191 | 194 | 198 | 191 |
Bars Traded | 24710 | 12380 | 12330 | 24710 | 12380 | 12330 |
Profit Streak | 2.1965 | 5.8632 | 0 | 2.1965 | 5.8632 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 236975 | 207920 | -38694 | -114007 | 303328 | -580304 |
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{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 139, "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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