Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405195.2775 | 313913.296 | 91281.9816 | -503671.841 | -157116.8319 | -346555.009 |
Total P&L (%) | 405.1953 | 313.9133 | 91.282 | -503.6718 | -157.1168 | -346.555 |
Avg Daily Profit (%) | 0.2144 | 0.1661 | 0.0483 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201182 | -84872 | -207932 | -547454 | -189479 | -384102 |
Profit Factor | 1.6908 | 2.2881 | 1.2662 | 0.4162 | 0.5609 | 0.3137 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 55 | 27 | 28 | 25 | 13 | 12 |
Losing Trades | 26 | 13 | 13 | 56 | 27 | 29 |
Profitability (%) | 67.9012 | 67.5 | 68.2927 | 30.8642 | 32.5 | 29.2683 |
Ratio Avg Win / Avg Loss | 0.7993 | 1.1017 | 0.5879 | 0.9322 | 1.1649 | 0.758 |
Largest Winning Trade | 166369 | 166369 | 39483 | 62622 | 62622 | 39332 |
Largest Losing Trade | -128771 | -54560 | -128771 | -83264 | -66108 | -83264 |
Avg Bars in Trades | 44 | 46 | 41 | 44 | 46 | 41 |
Avg Bars in Winners | 35 | 41 | 30 | 59 | 58 | 60 |
Avg Bars in Losers | 61 | 58 | 65 | 37 | 41 | 33 |
Bars Traded | 3574 | 1873 | 1700 | 3574 | 1873 | 1700 |
Profit Streak | 34.2483 | 0 | 326.2483 | 0 | 80.7483 | 0 |
Trades During Streak | 1 | 0 | 8 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4967 | 463445 | -126328 | -604497 | -585330 | -591744 |
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{ "first_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 110, "offset": 0 } } }
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# | 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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