Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905284.0332 | 874551.7993 | 30732.2339 | 7018.4365 | 21735.9373 | -14717.5008 |
Total P&L (%) | 905.284 | 874.5518 | 30.7322 | 7.0184 | 21.7359 | -14.7175 |
Avg Daily Profit (%) | 0.3919 | 0.3786 | 0.0133 | 0.0029 | 0.0085 | -0.0069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178315 | -135394 | -264175 | -710719 | -561842 | -229932 |
Profit Factor | 1.5191 | 1.9445 | 1.0376 | 1.0028 | 1.0148 | 0.9853 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 119 | 51 | 68 | 119 | 51 | 68 |
Losing Trades | 200 | 109 | 91 | 200 | 109 | 91 |
Profitability (%) | 37.3041 | 31.875 | 42.7673 | 37.3041 | 31.875 | 42.7673 |
Ratio Avg Win / Avg Loss | 2.5531 | 4.1559 | 1.3885 | 1.6854 | 2.1689 | 1.3186 |
Largest Winning Trade | 575048 | 575048 | 57680 | 435641 | 435641 | 64107 |
Largest Losing Trade | -30569 | -27350 | -30569 | -150872 | -150872 | -72498 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 35 | 37 | 34 | 35 | 37 | 34 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 6859 | 3242 | 3616 | 6859 | 3242 | 3616 |
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 | 331931 | 243693 | -359575 | -573952 | -396814 | -581368 |
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{ "first_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 11, "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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