Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786104.7487 | 715332.8623 | 70771.8864 | 360834.9064 | -287746.554 | 648581.4604 |
Total P&L (%) | 786.1047 | 715.3329 | 70.7719 | 360.8349 | -287.7466 | 648.5815 |
Avg Daily Profit (%) | 0.4072 | 0.3706 | 0.0367 | 0.0792 | 0 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116699 | -113398 | -60742 | -725766 | -904055 | -220787 |
Profit Factor | 2.1487 | 2.8915 | 1.2312 | 1.1308 | 0.8318 | 1.6194 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 38.6364 | 27.2727 | 50 | 38.6364 | 27.2727 | 50 |
Ratio Avg Win / Avg Loss | 3.4127 | 7.7106 | 1.2312 | 1.796 | 2.2182 | 1.6194 |
Largest Winning Trade | 490097 | 490097 | 50519 | 487945 | 487945 | 318304 |
Largest Losing Trade | -36537 | -36537 | -28604 | -201420 | -201420 | -131715 |
Avg Bars in Trades | 127 | 111 | 143 | 127 | 111 | 143 |
Avg Bars in Winners | 217 | 219 | 216 | 217 | 219 | 216 |
Avg Bars in Losers | 71 | 71 | 71 | 71 | 71 | 71 |
Bars Traded | 11253 | 4924 | 6329 | 11253 | 4924 | 6329 |
Profit Streak | 25.2342 | 25.7342 | 0 | 25.2342 | 25.7342 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369175 | -4180 | -144200 | -166373 | -597197 | -50148 |
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{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 98, "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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