Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1505866.5945 | 1372380.6119 | 133485.9827 | 20975379.5864 | 19629143.8383 | 1346235.7481 |
Total P&L (%) | 1505.8666 | 1372.3806 | 133.486 | 20975.3796 | 19629.1438 | 1346.2357 |
Avg Daily Profit (%) | 0.8263 | 0.7531 | 0.0733 | 0.2941 | 0.2904 | 0.1467 |
Buy And Hold Return (%) | 633.1607 | 633.1607 | 633.1607 | 633.1607 | 633.1607 | 633.1607 |
Max Trade Drawdown | -74024 | -63694 | -54645 | -31169259 | -24243791 | -19686828 |
Profit Factor | 3.3313 | 5.7787 | 1.3721 | 1.1855 | 1.3742 | 1.0222 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 35.6643 | 32.3944 | 38.8889 | 35.6643 | 32.3944 | 38.8889 |
Ratio Avg Win / Avg Loss | 6.0094 | 12.0598 | 2.1561 | 2.1386 | 2.8679 | 1.6063 |
Largest Winning Trade | 863507 | 863507 | 75194 | 20224749 | 20224749 | 10987780 |
Largest Losing Trade | -33259 | -19945 | -33259 | -10118287 | -5961788 | -10118287 |
Avg Bars in Trades | 37 | 34 | 39 | 37 | 34 | 39 |
Avg Bars in Winners | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 5338 | 2467 | 2871 | 5338 | 2467 | 2871 |
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 | 359823 | -78445 | -343060 | -11704 | -83345 | -281589 |
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{ "first_band": { "type": "wma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "swma", "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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