Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866354.1982 | 841087.1093 | 25267.0889 | 679551.4868 | 116224.0939 | 563327.3929 |
Total P&L (%) | 866.3542 | 841.0871 | 25.2671 | 679.5515 | 116.2241 | 563.3274 |
Avg Daily Profit (%) | 0.4596 | 0.4462 | 0.0134 | 0.109 | 0.0409 | 0.1004 |
Buy And Hold Return (%) | 317.7652 | 317.7652 | 317.7652 | 317.7652 | 317.7652 | 317.7652 |
Max Trade Drawdown | -113682 | -61280 | -85101 | -441777 | -576715 | -377864 |
Profit Factor | 3.06 | 5.3016 | 1.1123 | 1.2918 | 1.0887 | 1.5529 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.9666 | 9.6392 | 1.0428 | 1.6746 | 1.9795 | 1.4558 |
Largest Winning Trade | 595506 | 595506 | 57787 | 401837 | 401837 | 251650 |
Largest Losing Trade | -48307 | -27141 | -48307 | -334162 | -248227 | -334162 |
Avg Bars in Trades | 115 | 102 | 128 | 115 | 102 | 128 |
Avg Bars in Winners | 183 | 169 | 193 | 183 | 169 | 193 |
Avg Bars in Losers | 62 | 65 | 59 | 62 | 65 | 59 |
Bars Traded | 7161 | 3178 | 3982 | 7161 | 3178 | 3982 |
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 | -148538 | 325728 | -437561 | -213161 | -431514 | -65092 |
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{ "first_band": { "type": "wma", "factors": { "length": 66, "offset": 90 } }, "second_band": { "type": "sma", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 66, "offset": 90 } }, "second_band": { "type": "sma", "factors": { "length": 142, "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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