Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729957.5552 | 680186.0456 | 49771.5095 | 38536.9212 | 20102.4633 | 18434.4579 |
Total P&L (%) | 729.9576 | 680.186 | 49.7715 | 38.5369 | 20.1025 | 18.4345 |
Avg Daily Profit (%) | 0.4579 | 0.4267 | 0.0312 | 0.0204 | 0.0115 | 0.0106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116797 | -106242 | -71709 | -305973 | -300394 | -199580 |
Profit Factor | 1.931 | 2.5198 | 1.1479 | 1.0255 | 1.0231 | 1.0287 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 40.3509 | 29.8246 | 50.8772 | 40.3509 | 29.8246 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.8546 | 5.9291 | 1.1083 | 1.5159 | 2.4073 | 0.9932 |
Largest Winning Trade | 468970 | 468970 | 68247 | 247437 | 247437 | 114898 |
Largest Losing Trade | -66900 | -37900 | -66900 | -169290 | -72627 | -169290 |
Avg Bars in Trades | 54 | 46 | 62 | 54 | 46 | 62 |
Avg Bars in Winners | 95 | 95 | 96 | 95 | 95 | 96 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 6239 | 2675 | 3564 | 6239 | 2675 | 3564 |
Profit Streak | 0 | 0 | 48.1551 | 0 | 0 | 48.1551 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376533 | -174105 | -389741 | -362722 | -567175 | -556598 |
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{ "first_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 44, "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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