Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311157.0423 | 293104.178 | 18052.8643 | -360808.6507 | 1269102.6984 | -1629911.3492 |
Total P&L (%) | 311.157 | 293.1042 | 18.0529 | -360.8087 | 1269.1027 | -1629.9113 |
Avg Daily Profit (%) | 0.2534 | 0.2387 | 0.0147 | 0 | 0.2133 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -295554 | -89755 | -245304 | -2093092 | -108500 | -2125200 |
Profit Factor | 1.5364 | 2.0359 | 1.0607 | 0.8707 | 4.0625 | 0.3141 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 44 | 19 | 25 | 44 | 24 | 20 |
Losing Trades | 38 | 22 | 16 | 38 | 17 | 21 |
Profitability (%) | 53.6585 | 46.3415 | 60.9756 | 53.6585 | 58.5366 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.3269 | 2.3574 | 0.6789 | 0.752 | 2.8776 | 0.3298 |
Largest Winning Trade | 161672 | 161672 | 39311 | 524991 | 524991 | 226090 |
Largest Losing Trade | -130351 | -40436 | -130351 | -2093092 | -73127 | -2093092 |
Avg Bars in Trades | 85 | 87 | 84 | 85 | 87 | 84 |
Avg Bars in Winners | 77 | 83 | 73 | 91 | 89 | 93 |
Avg Bars in Losers | 95 | 90 | 101 | 79 | 85 | 75 |
Bars Traded | 7043 | 3587 | 3456 | 7043 | 3587 | 3456 |
Profit Streak | 64.6719 | 107.8385 | 64.6719 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 98734 | 424367 | -334333 | -589081 | 590440 | -581216 |
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{ "first_band": { "type": "wma", "factors": { "length": 167, "offset": 66 } }, "second_band": { "type": "alma", "factors": { "length": 172, "offset": 0 } } }
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# | 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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