Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1362942.4734 | 1163577.6263 | 199364.8471 | 7271137.2158 | 2917388.3744 | 4353748.8414 |
Total P&L (%) | 1362.9425 | 1163.5776 | 199.3648 | 7271.1372 | 2917.3884 | 4353.7488 |
Avg Daily Profit (%) | 0.5736 | 0.4897 | 0.0839 | 0.1811 | 0.1435 | 0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76130 | -59169 | -59628 | -9304710 | -7007607 | -7179744 |
Profit Factor | 3.477 | 5.4184 | 1.6949 | 1.1881 | 1.1447 | 1.2356 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 45.5882 | 41.1765 | 50 | 45.5882 | 41.1765 | 50 |
Ratio Avg Win / Avg Loss | 4.1499 | 7.7406 | 1.6949 | 1.4181 | 1.6352 | 1.2356 |
Largest Winning Trade | 696775 | 696775 | 69694 | 5471842 | 5471842 | 4573510 |
Largest Losing Trade | -47071 | -47071 | -39127 | -5104683 | -5104683 | -3318476 |
Avg Bars in Trades | 66 | 53 | 80 | 66 | 53 | 80 |
Avg Bars in Winners | 112 | 95 | 127 | 112 | 95 | 127 |
Avg Bars in Losers | 28 | 24 | 33 | 28 | 24 | 33 |
Bars Traded | 4552 | 1824 | 2728 | 4552 | 1824 | 2728 |
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 | -97611 | 546019 | -77734 | -121202 | -64811 | 265246 |
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{ "first_band": { "type": "wma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 18, "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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