Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311440.4839 | 288747.2941 | 22693.1897 | -39312.2059 | 31803.2126 | -71115.4185 |
Total P&L (%) | 311.4405 | 288.7473 | 22.6932 | -39.3122 | 31.8032 | -71.1154 |
Avg Daily Profit (%) | 0.1687 | 0.1564 | 0.0123 | -0.027 | 0.015 | -0.0672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162911 | -67368 | -166383 | -104636 | -41060 | -68896 |
Profit Factor | 1.4834 | 2.3381 | 1.053 | 0.8835 | 1.3135 | 0.6986 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 45.1613 | 42.5532 | 47.8261 | 45.1613 | 42.5532 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.8013 | 3.1565 | 1.1487 | 1.0728 | 1.7732 | 0.7621 |
Largest Winning Trade | 155552 | 155552 | 60958 | 53430 | 53430 | 50597 |
Largest Losing Trade | -81812 | -22803 | -81812 | -55020 | -11609 | -55020 |
Avg Bars in Trades | 76 | 30 | 122 | 76 | 30 | 122 |
Avg Bars in Winners | 122 | 45 | 191 | 122 | 45 | 191 |
Avg Bars in Losers | 38 | 20 | 58 | 38 | 20 | 58 |
Bars Traded | 7068 | 1448 | 5620 | 7068 | 1448 | 5620 |
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 | 289278 | 319899 | -344547 | -580745 | -177353 | -581549 |
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 20, "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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