Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110389.7398 | 62911.6161 | 47478.1237 | 6393.0578 | 42493.0978 | -36100.0399 |
Total P&L (%) | 110.3897 | 62.9116 | 47.4781 | 6.3931 | 42.4931 | -36.1 |
Avg Daily Profit (%) | 0.212 | 0.1208 | 0.0912 | 0.0119 | 0.068 | -0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124503 | -23799 | -102543 | -175167 | -41492 | -135793 |
Profit Factor | 1.4782 | 2.2577 | 1.2625 | 1.0213 | 1.6722 | 0.8474 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 57.3034 | 55.5556 | 59.0909 | 57.3034 | 55.5556 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.1014 | 1.8062 | 0.8741 | 0.761 | 1.3378 | 0.5866 |
Largest Winning Trade | 30861 | 18057 | 30861 | 27027 | 27027 | 24660 |
Largest Losing Trade | -77826 | -12910 | -77826 | -94882 | -26105 | -94882 |
Avg Bars in Trades | 258 | 53 | 468 | 258 | 53 | 468 |
Avg Bars in Winners | 186 | 61 | 308 | 186 | 61 | 308 |
Avg Bars in Losers | 354 | 44 | 699 | 354 | 44 | 699 |
Bars Traded | 23024 | 2424 | 20600 | 23024 | 2424 | 20600 |
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 | 342410 | -27709 | -73962 | -540835 | -101846 | -580109 |
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{ "first_band": { "type": "wma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 238, "offset": 124 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 238, "offset": 124 } } }
# | 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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