Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262745.2359 | 89213.3031 | 173531.9328 | -70404.7196 | -60374.9552 | -10029.7644 |
Total P&L (%) | 262.7452 | 89.2133 | 173.5319 | -70.4047 | -60.375 | -10.0298 |
Avg Daily Profit (%) | 0.1574 | 0.0535 | 0.104 | -0.0729 | -0.0554 | -0.0063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157171 | -166856 | -111043 | -460114 | -456646 | -235544 |
Profit Factor | 1.3687 | 1.2161 | 1.5788 | 0.9457 | 0.9233 | 0.9803 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 58.6957 | 50 | 67.3913 | 58.6957 | 50 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.9632 | 1.2161 | 0.764 | 0.6655 | 0.9233 | 0.4743 |
Largest Winning Trade | 110686 | 110686 | 51667 | 180358 | 180358 | 57184 |
Largest Losing Trade | -87492 | -46737 | -87492 | -218549 | -218549 | -136031 |
Avg Bars in Trades | 70 | 63 | 76 | 70 | 63 | 76 |
Avg Bars in Winners | 57 | 46 | 66 | 57 | 46 | 66 |
Avg Bars in Losers | 88 | 81 | 98 | 88 | 81 | 98 |
Bars Traded | 6484 | 2943 | 3541 | 6484 | 2943 | 3541 |
Profit Streak | 59.0119 | 59.0119 | 77.0119 | 59.0119 | 59.0119 | 77.0119 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321161 | -120913 | -50760 | -577951 | -579726 | -577485 |
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{ "first_band": { "type": "wma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 111, "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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