Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1963590.8256 | 1924639.7325 | 38951.0931 | 595631.7772 | 1965979.3554 | -1370347.5782 |
Total P&L (%) | 1963.5908 | 1924.6397 | 38.9511 | 595.6318 | 1965.9794 | -1370.3476 |
Avg Daily Profit (%) | 0.8446 | 0.8278 | 0.0168 | 0.0835 | 0.1303 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159986 | -89350 | -183595 | -2431615 | -1228499 | -2064443 |
Profit Factor | 3.5218 | 5.7697 | 1.1038 | 1.0782 | 1.5278 | 0.6481 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 42.0561 | 37.037 | 47.1698 | 42.0561 | 37.037 | 47.1698 |
Ratio Avg Win / Avg Loss | 4.8522 | 9.8085 | 1.2363 | 1.4855 | 2.5973 | 0.7259 |
Largest Winning Trade | 1744854 | 1744854 | 81511 | 2657819 | 2657819 | 337768 |
Largest Losing Trade | -49258 | -49258 | -39879 | -939016 | -514500 | -939016 |
Avg Bars in Trades | 40 | 34 | 46 | 40 | 34 | 46 |
Avg Bars in Winners | 70 | 63 | 77 | 70 | 63 | 77 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 4326 | 1865 | 2461 | 4326 | 1865 | 2461 |
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 | 615988 | -163546 | -460254 | -218447 | -201125 | -761933 |
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{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 13, "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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