Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76187.0229 | 54553.5791 | 21633.4438 | 31510.3564 | 37962.1228 | -6451.7664 |
Total P&L (%) | 76.187 | 54.5536 | 21.6334 | 31.5104 | 37.9621 | -6.4518 |
Avg Daily Profit (%) | 0.2926 | 0.2095 | 0.0831 | 0.1052 | 0.1236 | -0.0256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63057 | -48169 | -66538 | -82700 | -40939 | -86676 |
Profit Factor | 1.2304 | 1.3767 | 1.1164 | 1.0889 | 1.2552 | 0.9686 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 71.7791 | 66.6667 | 76.8293 | 71.7791 | 66.6667 | 76.8293 |
Ratio Avg Win / Avg Loss | 0.4837 | 0.6884 | 0.3367 | 0.4281 | 0.6276 | 0.2921 |
Largest Winning Trade | 16774 | 14224 | 16774 | 13873 | 10299 | 13873 |
Largest Losing Trade | -45845 | -31963 | -45845 | -55993 | -25916 | -55993 |
Avg Bars in Trades | 148 | 151 | 146 | 148 | 151 | 146 |
Avg Bars in Winners | 81 | 75 | 87 | 81 | 75 | 87 |
Avg Bars in Losers | 319 | 302 | 343 | 319 | 302 | 343 |
Bars Traded | 24275 | 12256 | 12019 | 24275 | 12256 | 12019 |
Profit Streak | 6.9373 | 8.7915 | 6.9373 | 6.9373 | 8.7915 | 6.9373 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354269 | -4687 | -183436 | -176439 | -42446 | -582191 |
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{ "first_band": { "type": "wma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 172, "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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