Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101317.3496 | 63963.7118 | 37353.6378 | 95233.0492 | 71084.3297 | 24148.7195 |
Total P&L (%) | 101.3174 | 63.9637 | 37.3536 | 95.233 | 71.0843 | 24.1487 |
Avg Daily Profit (%) | 0.3891 | 0.2456 | 0.1434 | 0.2572 | 0.2064 | 0.0831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35759 | -28174 | -19096 | -73144 | -47791 | -36830 |
Profit Factor | 1.6634 | 1.8135 | 1.5041 | 1.4684 | 1.6748 | 1.2465 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 40.9091 | 29.5455 | 52.2727 | 40.9091 | 29.5455 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.4026 | 4.3244 | 1.3733 | 2.121 | 3.9937 | 1.1381 |
Largest Winning Trade | 83334 | 83334 | 16237 | 106761 | 106761 | 18054 |
Largest Losing Trade | -14837 | -6934 | -14837 | -14752 | -13685 | -14752 |
Avg Bars in Trades | 279 | 237 | 321 | 279 | 237 | 321 |
Avg Bars in Winners | 449 | 434 | 457 | 449 | 434 | 457 |
Avg Bars in Losers | 161 | 154 | 172 | 161 | 154 | 172 |
Bars Traded | 24605 | 10448 | 14157 | 24605 | 10448 | 14157 |
Profit Streak | 18.8001 | 19.9668 | 18.8001 | 18.8001 | 19.9668 | 18.8001 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331678 | 50420 | -2661 | 257758 | 43210 | -86354 |
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{ "first_band": { "type": "wma", "factors": { "length": 151, "offset": 167 } }, "second_band": { "type": "sma", "factors": { "length": 54, "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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