Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136998.2316 | 56271.6455 | 80726.5861 | 222870.2831 | 99262.462 | 123607.8212 |
Total P&L (%) | 136.9982 | 56.2716 | 80.7266 | 222.8703 | 99.2625 | 123.6078 |
Avg Daily Profit (%) | 0.5261 | 0.2161 | 0.31 | 0.4511 | 0.2651 | 0.3095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24350 | -17594 | -19296 | -51009 | -24099 | -49003 |
Profit Factor | 1.607 | 1.5113 | 1.6981 | 1.574 | 1.5498 | 1.595 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Losing Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Profitability (%) | 50.3401 | 54.7945 | 45.9459 | 50.3401 | 54.7945 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.5853 | 1.2468 | 1.9978 | 1.5527 | 1.2786 | 1.8765 |
Largest Winning Trade | 25052 | 17474 | 25052 | 25742 | 21156 | 25742 |
Largest Losing Trade | -9525 | -9525 | -8548 | -24099 | -24099 | -19430 |
Avg Bars in Trades | 165 | 169 | 161 | 165 | 169 | 161 |
Avg Bars in Winners | 204 | 210 | 195 | 204 | 210 | 195 |
Avg Bars in Losers | 127 | 119 | 133 | 127 | 119 | 133 |
Bars Traded | 24373 | 12387 | 11986 | 24373 | 12387 | 11986 |
Profit Streak | 3.3515 | 0 | 12.5077 | 3.3515 | 0 | 12.5077 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420134 | -64236 | -54142 | 390857 | -62666 | -54366 |
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{ "first_band": { "type": "wma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 156, "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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