Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032781.0573 | 954745.4077 | 78035.6496 | 3160740.317 | 5184988.7046 | -2024248.3876 |
Total P&L (%) | 1032.7811 | 954.7454 | 78.0357 | 3160.7403 | 5184.9887 | -2024.2484 |
Avg Daily Profit (%) | 0.4709 | 0.4353 | 0.0356 | 0.159 | 0.1811 | 0 |
Buy And Hold Return (%) | 547.3479 | 547.3479 | 547.3479 | 547.3479 | 547.3479 | 547.3479 |
Max Trade Drawdown | -85572 | -85061 | -96823 | -4958972 | -2491740 | -2946860 |
Profit Factor | 3.6275 | 5.8344 | 1.399 | 1.3984 | 2.2923 | 0.4838 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 45.3125 | 40.625 | 50 | 45.3125 | 40.625 | 50 |
Ratio Avg Win / Avg Loss | 4.378 | 8.5272 | 1.399 | 1.6877 | 3.3502 | 0.4838 |
Largest Winning Trade | 395944 | 395944 | 64259 | 6085930 | 6085930 | 407763 |
Largest Losing Trade | -72750 | -38408 | -72750 | -2695838 | -1892443 | -2695838 |
Avg Bars in Trades | 133 | 118 | 148 | 133 | 118 | 148 |
Avg Bars in Winners | 212 | 202 | 220 | 212 | 202 | 220 |
Avg Bars in Losers | 68 | 61 | 76 | 68 | 61 | 76 |
Bars Traded | 8548 | 3793 | 4755 | 8548 | 3793 | 4755 |
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 | -136101 | 222628 | -310487 | -136933 | 308227 | -580810 |
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{ "first_band": { "type": "wma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 40, "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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