Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963852.4758 | 864587.396 | 99265.0798 | 4653798.6453 | 6290613.2062 | -1636814.5609 |
Total P&L (%) | 963.8525 | 864.5874 | 99.2651 | 4653.7986 | 6290.6132 | -1636.8146 |
Avg Daily Profit (%) | 0.5293 | 0.4748 | 0.0545 | 0.2123 | 0.2286 | 0 |
Buy And Hold Return (%) | 676.6197 | 676.6197 | 676.6197 | 676.6197 | 676.6197 | 676.6197 |
Max Trade Drawdown | -138252 | -63114 | -133207 | -5287810 | -4591542 | -3089643 |
Profit Factor | 2.2224 | 3.2629 | 1.2443 | 1.1747 | 1.4561 | 0.8726 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.5558 | 3.7523 | 1.4309 | 1.3509 | 1.6746 | 1.0035 |
Largest Winning Trade | 257456 | 257456 | 66506 | 3693255 | 3693255 | 1663509 |
Largest Losing Trade | -67942 | -23435 | -67942 | -1914469 | -1224730 | -1914469 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Losers | 11 | 9 | 13 | 11 | 9 | 13 |
Bars Traded | 3578 | 1709 | 1869 | 3578 | 1709 | 1869 |
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 | -18803 | -64129 | -287562 | -20497 | 325010 | -580514 |
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{ "first_band": { "type": "wma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 22, "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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