Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597043.9468 | 360955.4422 | 236088.5046 | 1422088.7566 | -210112.4164 | 1632201.173 |
Total P&L (%) | 597.0439 | 360.9554 | 236.0885 | 1422.0888 | -210.1124 | 1632.2012 |
Avg Daily Profit (%) | 0.3295 | 0.1992 | 0.1303 | 0.1504 | 0 | 0.1575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66402 | -62545 | -42998 | -1373823 | -1363651 | -696263 |
Profit Factor | 2.086 | 2.0947 | 2.0729 | 1.2222 | 0.9447 | 1.6281 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 40 | 12 | 28 | 40 | 12 | 28 |
Losing Trades | 67 | 42 | 25 | 67 | 42 | 25 |
Profitability (%) | 37.3832 | 22.2222 | 52.8302 | 37.3832 | 22.2222 | 52.8302 |
Ratio Avg Win / Avg Loss | 3.494 | 7.3316 | 1.8508 | 2.0472 | 3.3065 | 1.4537 |
Largest Winning Trade | 276431 | 276431 | 71972 | 990798 | 990798 | 575258 |
Largest Losing Trade | -42998 | -20796 | -42998 | -696263 | -330792 | -696263 |
Avg Bars in Trades | 66 | 53 | 80 | 66 | 53 | 80 |
Avg Bars in Winners | 120 | 125 | 118 | 120 | 125 | 118 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 7111 | 2865 | 4246 | 7111 | 2865 | 4246 |
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 | 305607 | -210793 | -194807 | 133611 | -800390 | -170042 |
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{ "first_band": { "type": "wma", "factors": { "length": 74, "offset": 18 } }, "second_band": { "type": "wma", "factors": { "length": 55, "offset": 0 } } }
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# | 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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