Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173214.7194 | 79005.6397 | 94209.0797 | 294237.9698 | 148768.8877 | 145469.0821 |
Total P&L (%) | 173.2147 | 79.0056 | 94.2091 | 294.238 | 148.7689 | 145.4691 |
Avg Daily Profit (%) | 0.6651 | 0.3034 | 0.3618 | 0.5281 | 0.3506 | 0.3454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58666 | -58288 | -31350 | -47961 | -40875 | -33645 |
Profit Factor | 1.4495 | 1.4195 | 1.4782 | 1.7282 | 1.7665 | 1.6928 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 45.815 | 45.1327 | 46.4912 | 45.815 | 45.1327 | 46.4912 |
Ratio Avg Win / Avg Loss | 1.7143 | 1.7257 | 1.7013 | 2.0439 | 2.1476 | 1.9483 |
Largest Winning Trade | 26903 | 21105 | 26903 | 42065 | 35487 | 42065 |
Largest Losing Trade | -12509 | -12509 | -10120 | -31420 | -19193 | -31420 |
Avg Bars in Trades | 107 | 111 | 103 | 107 | 111 | 103 |
Avg Bars in Winners | 153 | 156 | 149 | 153 | 156 | 149 |
Avg Bars in Losers | 69 | 74 | 63 | 69 | 74 | 63 |
Bars Traded | 24456 | 12645 | 11811 | 24456 | 12645 | 11811 |
Profit Streak | 4.598 | 0 | 8.4105 | 4.598 | 0 | 8.4105 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439521 | 247963 | 338435 | 439392 | 313765 | 366661 |
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{ "first_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 105, "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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