Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52660.5403 | 36654.2002 | 16006.3402 | 43201.915 | 34467.9021 | 8734.0129 |
Total P&L (%) | 52.6605 | 36.6542 | 16.0063 | 43.2019 | 34.4679 | 8.734 |
Avg Daily Profit (%) | 0.6066 | 0.4222 | 0.1844 | 0.4145 | 0.3417 | 0.0965 |
Buy And Hold Return (%) | 11.753 | 11.753 | 11.753 | 11.753 | 11.753 | 11.753 |
Max Trade Drawdown | -50785 | -16856 | -44788 | -74809 | -22286 | -64506 |
Profit Factor | 1.3089 | 1.482 | 1.1694 | 1.1795 | 1.3195 | 1.0658 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 65.4545 | 61.4458 | 69.5122 | 65.4545 | 61.4458 | 69.5122 |
Ratio Avg Win / Avg Loss | 0.6908 | 0.9299 | 0.5129 | 0.6225 | 0.8279 | 0.4674 |
Largest Winning Trade | 6578 | 6578 | 5501 | 7648 | 7648 | 6810 |
Largest Losing Trade | -39076 | -10096 | -39076 | -55783 | -15470 | -55783 |
Avg Bars in Trades | 148 | 148 | 147 | 148 | 148 | 147 |
Avg Bars in Winners | 93 | 84 | 101 | 93 | 84 | 101 |
Avg Bars in Losers | 251 | 250 | 252 | 251 | 250 | 252 |
Bars Traded | 24433 | 12326 | 12107 | 24433 | 12326 | 12107 |
Profit Streak | 0 | 0 | 2.6729 | 0 | 0 | 2.6729 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312978 | 198992 | -86560 | -16866 | 132511 | -384807 |
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{ "first_band": { "type": "wma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 193, "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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