Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55397.4985 | 33897.6108 | 21499.8877 | 36915.0935 | 36356.1412 | 558.9523 |
Total P&L (%) | 55.3975 | 33.8976 | 21.4999 | 36.9151 | 36.3561 | 0.559 |
Avg Daily Profit (%) | 0.3988 | 0.244 | 0.1548 | 0.2264 | 0.2235 | 0.004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49795 | -34075 | -41220 | -47099 | -27369 | -44362 |
Profit Factor | 1.2673 | 1.3873 | 1.1796 | 1.1719 | 1.4498 | 1.0042 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 69.4805 | 66.2338 | 72.7273 | 69.4805 | 66.2338 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5567 | 0.7072 | 0.4424 | 0.5148 | 0.7391 | 0.3766 |
Largest Winning Trade | 12532 | 12532 | 9743 | 12384 | 12384 | 10835 |
Largest Losing Trade | -30728 | -18673 | -30728 | -35101 | -14514 | -35101 |
Avg Bars in Trades | 84 | 82 | 86 | 84 | 82 | 86 |
Avg Bars in Winners | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Losers | 148 | 145 | 152 | 148 | 145 | 152 |
Bars Traded | 13003 | 6342 | 6661 | 13003 | 6342 | 6661 |
Profit Streak | 129.3886 | 129.3886 | 132.3157 | 129.3886 | 129.3886 | 132.3157 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346797 | -35789 | -62360 | -24705 | -35364 | -609935 |
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{ "first_band": { "type": "wma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 217, "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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