Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335066.5967 | 166167.1291 | 168899.4676 | 1823692.7733 | 871040.3653 | 952652.4079 |
Total P&L (%) | 335.0666 | 166.1671 | 168.8995 | 1823.6928 | 871.0404 | 952.6524 |
Avg Daily Profit (%) | 1.2866 | 0.6381 | 0.6486 | 1.1419 | 0.8767 | 0.908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56554 | -41414 | -37754 | -226151 | -226151 | -111656 |
Profit Factor | 2.7452 | 2.6688 | 2.8276 | 3.4258 | 3.0863 | 3.8499 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 65.3465 | 68 | 62.7451 | 65.3465 | 68 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.4558 | 1.2559 | 1.6789 | 1.8167 | 1.4524 | 2.2859 |
Largest Winning Trade | 32622 | 20180 | 32622 | 153078 | 149663 | 153078 |
Largest Losing Trade | -22070 | -19487 | -22070 | -226151 | -226151 | -84142 |
Avg Bars in Trades | 239 | 250 | 229 | 239 | 250 | 229 |
Avg Bars in Winners | 236 | 249 | 223 | 236 | 249 | 223 |
Avg Bars in Losers | 245 | 252 | 240 | 245 | 252 | 240 |
Bars Traded | 24231 | 12531 | 11700 | 24231 | 12531 | 11700 |
Profit Streak | 4.017 | 0 | 17.7149 | 4.017 | 0 | 17.7149 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 646475 | -163772 | -161470 | 744235 | -161099 | -158111 |
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{ "first_band": { "type": "wma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 184, "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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