Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1429434.1087 | 1349628.6506 | 79805.458 | 6626118.0397 | 5248587.6742 | 1377530.3655 |
Total P&L (%) | 1429.4341 | 1349.6287 | 79.8055 | 6626.118 | 5248.5877 | 1377.5304 |
Avg Daily Profit (%) | 0.7848 | 0.7409 | 0.0438 | 0.2313 | 0.2187 | 0.148 |
Buy And Hold Return (%) | 617.256 | 617.256 | 617.256 | 617.256 | 617.256 | 617.256 |
Max Trade Drawdown | -104570 | -55327 | -89183 | -4592557 | -4028419 | -3453838 |
Profit Factor | 3.1377 | 5.556 | 1.2143 | 1.3358 | 1.5808 | 1.1288 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 36.5854 | 32.7869 | 40.3226 | 36.5854 | 32.7869 | 40.3226 |
Ratio Avg Win / Avg Loss | 5.4386 | 11.3897 | 1.7971 | 2.3154 | 3.2406 | 1.6706 |
Largest Winning Trade | 802395 | 802395 | 77281 | 3822878 | 3822878 | 1947478 |
Largest Losing Trade | -40672 | -19763 | -40672 | -1521798 | -1140613 | -1521798 |
Avg Bars in Trades | 86 | 81 | 92 | 86 | 81 | 92 |
Avg Bars in Winners | 169 | 167 | 171 | 169 | 167 | 171 |
Avg Bars in Losers | 38 | 39 | 38 | 38 | 39 | 38 |
Bars Traded | 10675 | 4962 | 5713 | 10675 | 4962 | 5713 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336860 | -153433 | -457717 | 173837 | -157543 | -236405 |
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{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 7, "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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