Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189399.8037 | 271743.8993 | -82344.0956 | -355454.3119 | 689153.7668 | -1044608.0787 |
Total P&L (%) | 189.3998 | 271.7439 | -82.3441 | -355.4543 | 689.1538 | -1044.6081 |
Avg Daily Profit (%) | 0.1341 | 0.1925 | -0.0583 | 0 | 0.1464 | 0 |
Buy And Hold Return (%) | 69.2371 | 69.2371 | 69.2371 | 69.2371 | 69.2371 | 69.2371 |
Max Trade Drawdown | -182123 | -48421 | -231082 | -1310503 | -205078 | -1438744 |
Profit Factor | 1.2988 | 2.8482 | 0.8309 | 0.8711 | 2.5471 | 0.548 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 44 | 22 | 22 | 43 | 22 | 21 |
Losing Trades | 25 | 13 | 12 | 26 | 13 | 13 |
Profitability (%) | 63.7681 | 62.8571 | 64.7059 | 62.3188 | 62.8571 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.7379 | 1.683 | 0.4532 | 0.5267 | 1.5051 | 0.3392 |
Largest Winning Trade | 108252 | 108252 | 56529 | 203440 | 203440 | 168830 |
Largest Losing Trade | -171398 | -32936 | -171398 | -680669 | -117479 | -680669 |
Avg Bars in Trades | 78 | 77 | 78 | 78 | 77 | 78 |
Avg Bars in Winners | 66 | 66 | 65 | 71 | 73 | 70 |
Avg Bars in Losers | 99 | 96 | 102 | 88 | 84 | 92 |
Bars Traded | 5391 | 2711 | 2680 | 5391 | 2711 | 2680 |
Profit Streak | 0 | 0 | 512.2686 | 499.0186 | 508.7686 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123109 | 445014 | -578304 | -684596 | 357151 | -579270 |
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 111, "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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