Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60050.1173 | -981.5523 | 61031.6695 | 52604.4267 | -3937.0292 | 56541.4558 |
Total P&L (%) | 60.0501 | -0.9816 | 61.0317 | 52.6044 | -3.937 | 56.5415 |
Avg Daily Profit (%) | 0.2306 | -0.0038 | 0.2344 | 0.1624 | -0.0154 | 0.1722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30695 | -32204 | -21367 | -47767 | -37756 | -32306 |
Profit Factor | 1.3041 | 0.9928 | 2.0059 | 1.2065 | 0.9766 | 1.6521 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 29 | 20 | 9 | 29 | 20 | 9 |
Profitability (%) | 74.1071 | 64.2857 | 83.9286 | 74.1071 | 64.2857 | 83.9286 |
Ratio Avg Win / Avg Loss | 0.4557 | 0.5516 | 0.3841 | 0.4215 | 0.5425 | 0.3164 |
Largest Winning Trade | 15451 | 15451 | 6990 | 19368 | 19368 | 8190 |
Largest Losing Trade | -23263 | -23263 | -16915 | -25504 | -24837 | -25504 |
Avg Bars in Trades | 216 | 239 | 192 | 216 | 239 | 192 |
Avg Bars in Winners | 134 | 127 | 138 | 134 | 127 | 138 |
Avg Bars in Losers | 452 | 441 | 475 | 452 | 441 | 475 |
Bars Traded | 24232 | 13428 | 10804 | 24232 | 13428 | 10804 |
Profit Streak | 7.0753 | 7.0753 | 19.8774 | 7.0753 | 7.0753 | 19.8774 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345110 | -759225 | -167359 | 284785 | -759225 | -168872 |
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{ "first_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 214, "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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