Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36573.8054 | 19757.5363 | 16816.2691 | 38180.8804 | 17780.0393 | 20400.8411 |
Total P&L (%) | 36.5738 | 19.7575 | 16.8163 | 38.1809 | 17.78 | 20.4008 |
Avg Daily Profit (%) | 0.7023 | 0.3794 | 0.3229 | 0.6229 | 0.3147 | 0.3571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16109 | -16028 | -11894 | -24493 | -23877 | -15244 |
Profit Factor | 1.4331 | 1.4707 | 1.3959 | 1.3542 | 1.3161 | 1.3957 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 57.5472 | 56.6038 | 58.4906 | 57.5472 | 56.6038 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.0572 | 1.1275 | 0.9906 | 0.999 | 1.009 | 0.9905 |
Largest Winning Trade | 8341 | 8341 | 7525 | 8594 | 7730 | 8594 |
Largest Losing Trade | -10317 | -7866 | -10317 | -12287 | -12287 | -9843 |
Avg Bars in Trades | 225 | 230 | 220 | 225 | 230 | 220 |
Avg Bars in Winners | 237 | 239 | 235 | 237 | 239 | 235 |
Avg Bars in Losers | 208 | 218 | 197 | 208 | 218 | 197 |
Bars Traded | 23862 | 12195 | 11667 | 23862 | 12195 | 11667 |
Profit Streak | 9.8466 | 9.8466 | 15.2321 | 9.8466 | 9.8466 | 15.2321 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397141 | -177361 | -180727 | 300500 | -180177 | -178045 |
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{ "first_band": { "type": "wma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 194, "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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