Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1607442.6399 | 1467718.2423 | 139724.3976 | 22846722.372 | 15185660.0434 | 7661062.3286 |
Total P&L (%) | 1607.4426 | 1467.7182 | 139.7244 | 22846.7224 | 15185.66 | 7661.0623 |
Avg Daily Profit (%) | 0.8837 | 0.8069 | 0.0768 | 0.2993 | 0.2769 | 0.2395 |
Buy And Hold Return (%) | 610.6489 | 610.6489 | 610.6489 | 610.6489 | 610.6489 | 610.6489 |
Max Trade Drawdown | -74110 | -55320 | -70573 | -28795514 | -21357814 | -20136591 |
Profit Factor | 3.4514 | 5.7487 | 1.4031 | 1.2732 | 1.3779 | 1.1764 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 33.1288 | 29.6296 | 36.5854 | 33.1288 | 29.6296 | 36.5854 |
Ratio Avg Win / Avg Loss | 6.9668 | 13.653 | 2.432 | 2.57 | 3.2725 | 2.0391 |
Largest Winning Trade | 865886 | 865886 | 77270 | 18222564 | 18222564 | 9568656 |
Largest Losing Trade | -30457 | -13754 | -30457 | -4924501 | -4138979 | -4924501 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 73 | 72 | 73 | 73 | 72 | 73 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 5347 | 2483 | 2864 | 5347 | 2483 | 2864 |
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 | 385017 | -4051 | -264015 | 151578 | -11002 | -26699 |
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 52, "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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