Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504434.5002 | 588816.4003 | -84381.9001 | 38627.4194 | 4104580.2959 | -4065952.8765 |
Total P&L (%) | 504.4345 | 588.8164 | -84.3819 | 38.6274 | 4104.5803 | -4065.9529 |
Avg Daily Profit (%) | 0.277 | 0.3233 | -0.0463 | 0.0179 | 0.2055 | 0 |
Buy And Hold Return (%) | 648.5667 | 648.5667 | 648.5667 | 648.5667 | 648.5667 | 648.5667 |
Max Trade Drawdown | -252811 | -147369 | -192580 | -9075809 | -5009242 | -5858457 |
Profit Factor | 1.3177 | 1.7388 | 0.8933 | 1.0013 | 1.2803 | 0.7268 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 207 | 101 | 106 | 207 | 101 | 106 |
Losing Trades | 213 | 109 | 104 | 213 | 109 | 104 |
Profitability (%) | 49.2857 | 48.0952 | 50.4762 | 49.2857 | 48.0952 | 50.4762 |
Ratio Avg Win / Avg Loss | 1.3559 | 1.8765 | 0.8765 | 1.0303 | 1.3817 | 0.7131 |
Largest Winning Trade | 219228 | 219228 | 47165 | 4807761 | 4807761 | 1534354 |
Largest Losing Trade | -34757 | -34757 | -31363 | -1464432 | -1321097 | -1464432 |
Avg Bars in Trades | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Winners | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 10771 | 5055 | 5716 | 10771 | 5055 | 5716 |
Profit Streak | 0 | 47.1012 | 0 | 0 | 47.1012 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154695 | -151735 | -579894 | -551563 | 333180 | -579894 |
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{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 31, "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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