Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170899.8839 | 98356.9269 | 72542.957 | 136611.2888 | 78923.8183 | 57687.4705 |
Total P&L (%) | 170.8999 | 98.3569 | 72.543 | 136.6113 | 78.9238 | 57.6875 |
Avg Daily Profit (%) | 0.3281 | 0.1888 | 0.1393 | 0.1655 | 0.1118 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52954 | -68038 | -30866 | -141154 | -166334 | -92718 |
Profit Factor | 1.331 | 1.4021 | 1.267 | 1.1226 | 1.1503 | 1.0979 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 49.6454 | 51.4286 | 47.8873 | 49.6454 | 51.4286 | 47.8873 |
Ratio Avg Win / Avg Loss | 1.35 | 1.3242 | 1.3788 | 1.1386 | 1.0864 | 1.1947 |
Largest Winning Trade | 41546 | 41546 | 27853 | 69656 | 69656 | 57124 |
Largest Losing Trade | -29525 | -29525 | -17654 | -63645 | -63645 | -40639 |
Avg Bars in Trades | 174 | 175 | 172 | 174 | 175 | 172 |
Avg Bars in Winners | 203 | 208 | 198 | 203 | 208 | 198 |
Avg Bars in Losers | 144 | 140 | 149 | 144 | 140 | 149 |
Bars Traded | 24555 | 12276 | 12279 | 24555 | 12276 | 12279 |
Profit Streak | 20.5416 | 21.5 | 20.5416 | 20.5416 | 21.5 | 20.5416 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366139 | -85280 | -94502 | -77189 | -192455 | -277163 |
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{ "first_band": { "type": "wma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 169, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 169, "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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