Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90311.3838 | 11023.3334 | 79288.0504 | 104639.0607 | 12642.5327 | 91996.528 |
Total P&L (%) | 90.3114 | 11.0233 | 79.2881 | 104.6391 | 12.6425 | 91.9965 |
Avg Daily Profit (%) | 0.3468 | 0.0423 | 0.3045 | 0.2753 | 0.0457 | 0.2508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34745 | -33281 | -19523 | -47276 | -38466 | -28451 |
Profit Factor | 1.4249 | 1.0776 | 2.1246 | 1.373 | 1.0689 | 1.9475 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 74.5098 | 70.1299 | 78.9474 | 74.5098 | 70.1299 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.4875 | 0.459 | 0.5666 | 0.4697 | 0.4553 | 0.5193 |
Largest Winning Trade | 9489 | 9489 | 8332 | 13772 | 13772 | 13239 |
Largest Losing Trade | -29139 | -29139 | -16582 | -30630 | -30630 | -24339 |
Avg Bars in Trades | 160 | 163 | 157 | 160 | 163 | 157 |
Avg Bars in Winners | 98 | 88 | 106 | 98 | 88 | 106 |
Avg Bars in Losers | 343 | 339 | 348 | 343 | 339 | 348 |
Bars Traded | 24579 | 12592 | 11987 | 24579 | 12592 | 11987 |
Profit Streak | 4.8913 | 4.8913 | 17.5892 | 4.8913 | 4.8913 | 17.5892 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440510 | -446087 | -35467 | 407103 | -400750 | -36267 |
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{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 232, "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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