Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65984.3706 | 21331.4433 | 44652.9273 | 66581.9402 | 25370.8394 | 41211.1008 |
Total P&L (%) | 65.9844 | 21.3314 | 44.6529 | 66.5819 | 25.3708 | 41.2111 |
Avg Daily Profit (%) | 0.2534 | 0.0819 | 0.1715 | 0.1962 | 0.0869 | 0.1326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26169 | -19999 | -20824 | -39011 | -24368 | -34176 |
Profit Factor | 1.4727 | 1.3022 | 1.6471 | 1.3369 | 1.2696 | 1.3981 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 71.4286 | 65.7895 | 76.9231 | 71.4286 | 65.7895 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.5891 | 0.6772 | 0.4941 | 0.5348 | 0.6602 | 0.4194 |
Largest Winning Trade | 17005 | 10559 | 17005 | 20454 | 12029 | 20454 |
Largest Losing Trade | -19999 | -19999 | -19716 | -30558 | -24368 | -30558 |
Avg Bars in Trades | 308 | 321 | 295 | 308 | 321 | 295 |
Avg Bars in Winners | 216 | 234 | 201 | 216 | 234 | 201 |
Avg Bars in Losers | 538 | 489 | 608 | 538 | 489 | 608 |
Bars Traded | 23742 | 12226 | 11516 | 23742 | 12226 | 11516 |
Profit Streak | 7.5482 | 0 | 10.8607 | 7.5482 | 0 | 10.8607 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36656 | -90496 | 312093 | -37936 | -81618 | -16346 |
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{ "first_band": { "type": "wma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 237, "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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