Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198012.7875 | 52613.5374 | 145399.2501 | 72324.799 | -64206.9063 | 136531.7053 |
Total P&L (%) | 198.0128 | 52.6135 | 145.3993 | 72.3248 | -64.2069 | 136.5317 |
Avg Daily Profit (%) | 0.1926 | 0.0512 | 0.1414 | 0.0529 | -0.0999 | 0.0838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130176 | -88237 | -52391 | -165446 | -198813 | -63966 |
Profit Factor | 1.2439 | 1.1268 | 1.3662 | 1.0657 | 0.8897 | 1.2628 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 52.0833 | 50 | 54.1667 | 52.0833 | 50 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.1444 | 1.1268 | 1.156 | 0.9804 | 0.8897 | 1.0685 |
Largest Winning Trade | 70040 | 70040 | 36778 | 65853 | 65853 | 47254 |
Largest Losing Trade | -30686 | -27753 | -30686 | -49059 | -43427 | -49059 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Losers | 35 | 29 | 42 | 35 | 29 | 42 |
Bars Traded | 5995 | 2714 | 3281 | 5995 | 2714 | 3281 |
Profit Streak | 10.4757 | 18.9757 | 10.4757 | 10.4757 | 18.9757 | 10.4757 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348215 | -206211 | -2868 | -269804 | -580238 | -80364 |
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{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 71, "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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