Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169318.8515 | 65447.9165 | 103870.935 | 266350.9327 | 94773.7006 | 171577.2322 |
Total P&L (%) | 169.3189 | 65.4479 | 103.8709 | 266.3509 | 94.7737 | 171.5772 |
Avg Daily Profit (%) | 0.6502 | 0.2513 | 0.3989 | 0.4998 | 0.2563 | 0.3844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52679 | -47669 | -47605 | -58816 | -47156 | -42541 |
Profit Factor | 1.4531 | 1.3807 | 1.5148 | 1.4993 | 1.3847 | 1.5976 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 47.1204 | 46.3158 | 47.9167 | 47.1204 | 46.3158 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.6307 | 1.6003 | 1.6465 | 1.6826 | 1.605 | 1.7365 |
Largest Winning Trade | 25284 | 24484 | 25284 | 73936 | 37432 | 73936 |
Largest Losing Trade | -13717 | -13473 | -13717 | -25822 | -19298 | -25822 |
Avg Bars in Trades | 129 | 130 | 128 | 129 | 130 | 128 |
Avg Bars in Winners | 176 | 177 | 176 | 176 | 177 | 176 |
Avg Bars in Losers | 87 | 89 | 85 | 87 | 89 | 85 |
Bars Traded | 24761 | 12378 | 12383 | 24761 | 12378 | 12383 |
Profit Streak | 1.3159 | 0 | 8.2534 | 1.3159 | 0 | 8.2534 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339012 | 227351 | 393323 | 302920 | 240707 | 407088 |
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{ "first_band": { "type": "wma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 121, "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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