Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75550.5593 | 26269.5881 | 49280.9712 | 77118.1948 | 25886.7503 | 51231.4444 |
Total P&L (%) | 75.5506 | 26.2696 | 49.281 | 77.1182 | 25.8868 | 51.2314 |
Avg Daily Profit (%) | 0.2901 | 0.1009 | 0.1892 | 0.2198 | 0.0884 | 0.159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34995 | -22908 | -31006 | -60979 | -28214 | -50367 |
Profit Factor | 1.3854 | 1.2507 | 1.5401 | 1.2684 | 1.1721 | 1.3742 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 69.6296 | 68.6567 | 70.5882 | 69.6296 | 68.6567 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.6042 | 0.571 | 0.6417 | 0.5532 | 0.5351 | 0.5726 |
Largest Winning Trade | 12732 | 8154 | 12732 | 17798 | 10385 | 17798 |
Largest Losing Trade | -22548 | -20373 | -22548 | -35442 | -25618 | -35442 |
Avg Bars in Trades | 182 | 187 | 178 | 182 | 187 | 178 |
Avg Bars in Winners | 123 | 116 | 130 | 123 | 116 | 130 |
Avg Bars in Losers | 319 | 342 | 293 | 319 | 342 | 293 |
Bars Traded | 24683 | 12565 | 12118 | 24683 | 12565 | 12118 |
Profit Streak | 0 | 9.2073 | 0 | 0 | 9.2073 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318121 | -177744 | -101891 | 270743 | -225372 | -103017 |
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{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 132, "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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