Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407410.1478 | 368345.6674 | 39064.4804 | 153898.1632 | 269083.7008 | -115185.5377 |
Total P&L (%) | 407.4101 | 368.3457 | 39.0645 | 153.8982 | 269.0837 | -115.1855 |
Avg Daily Profit (%) | 0.2062 | 0.1864 | 0.0198 | 0.0472 | 0.0661 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192248 | -145349 | -101708 | -2529737 | -2148797 | -947124 |
Profit Factor | 1.7109 | 2.2887 | 1.136 | 1.0268 | 1.0827 | 0.9536 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 41.791 | 41.1765 | 42.4242 | 41.791 | 41.1765 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.383 | 3.2695 | 1.5417 | 1.4302 | 1.5467 | 1.2942 |
Largest Winning Trade | 153038 | 153038 | 66052 | 1000952 | 789728 | 1000952 |
Largest Losing Trade | -50787 | -50787 | -46767 | -1382849 | -1382849 | -535981 |
Avg Bars in Trades | 172 | 155 | 190 | 172 | 155 | 190 |
Avg Bars in Winners | 289 | 260 | 318 | 289 | 260 | 318 |
Avg Bars in Losers | 88 | 81 | 96 | 88 | 81 | 96 |
Bars Traded | 11563 | 5281 | 6282 | 11563 | 5281 | 6282 |
Profit Streak | 0 | 0 | 596.1365 | 0 | 0 | 596.1365 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113553 | 302891 | -240967 | -445408 | -236547 | -581498 |
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 110, "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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