Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36852.4859 | -8293.8197 | 45146.3056 | 27455.3921 | -11673.5823 | 39128.9744 |
Total P&L (%) | 36.8525 | -8.2938 | 45.1463 | 27.4554 | -11.6736 | 39.129 |
Avg Daily Profit (%) | 0.1415 | -0.0318 | 0.1734 | 0.0932 | -0.0477 | 0.1269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33488 | -30731 | -24223 | -48230 | -38761 | -36524 |
Profit Factor | 1.2974 | 0.8723 | 1.7652 | 1.1744 | 0.8535 | 1.5033 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 62.2951 | 56.6667 | 67.7419 | 62.2951 | 56.6667 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.7853 | 0.667 | 0.8406 | 0.7108 | 0.6527 | 0.7158 |
Largest Winning Trade | 15696 | 7932 | 15696 | 17201 | 11602 | 17201 |
Largest Losing Trade | -20327 | -13493 | -20327 | -32089 | -16330 | -32089 |
Avg Bars in Trades | 391 | 426 | 356 | 391 | 426 | 356 |
Avg Bars in Winners | 259 | 265 | 253 | 259 | 265 | 253 |
Avg Bars in Losers | 609 | 637 | 572 | 609 | 637 | 572 |
Bars Traded | 23853 | 12800 | 11053 | 23853 | 12800 | 11053 |
Profit Streak | 18.7335 | 18.7335 | 31.4939 | 18.7335 | 18.7335 | 31.4939 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172552 | -580795 | 306715 | -266550 | -580795 | -23940 |
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{ "first_band": { "type": "wma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 242, "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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