Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874034.8143 | 739621.0026 | 134413.8117 | 3884498.8677 | 3875431.2128 | 9067.6549 |
Total P&L (%) | 874.0348 | 739.621 | 134.4138 | 3884.4989 | 3875.4312 | 9.0677 |
Avg Daily Profit (%) | 0.3491 | 0.2954 | 0.0537 | 0.1473 | 0.1472 | 0.0035 |
Buy And Hold Return (%) | 144.9699 | 144.9699 | 144.9699 | 144.9699 | 144.9699 | 144.9699 |
Max Trade Drawdown | -153667 | -139946 | -72998 | -2135010 | -1886264 | -1142942 |
Profit Factor | 1.7391 | 2.1838 | 1.241 | 1.2985 | 1.5547 | 1.0015 |
Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
Winning Trades | 151 | 67 | 84 | 151 | 67 | 84 |
Losing Trades | 258 | 137 | 121 | 258 | 137 | 121 |
Profitability (%) | 36.9193 | 32.8431 | 40.9756 | 36.9193 | 32.8431 | 40.9756 |
Ratio Avg Win / Avg Loss | 2.9714 | 4.4653 | 1.7876 | 2.2186 | 3.179 | 1.4426 |
Largest Winning Trade | 426567 | 426567 | 30927 | 3414752 | 3414752 | 526544 |
Largest Losing Trade | -30063 | -20183 | -30063 | -664276 | -431450 | -664276 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 62 | 62 | 63 | 62 | 62 | 63 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 14946 | 6805 | 8140 | 14946 | 6805 | 8140 |
Profit Streak | 12.8883 | 0 | 15.7217 | 12.8883 | 0 | 15.7217 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346403 | 200975 | -288588 | 101558 | 16011 | -575247 |
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{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 16, "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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