Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145167.8056 | 60482.1743 | 84685.6313 | 180926.9753 | 75715.2923 | 105211.6831 |
Total P&L (%) | 145.1678 | 60.4822 | 84.6856 | 180.927 | 75.7153 | 105.2117 |
Avg Daily Profit (%) | 0.2787 | 0.1161 | 0.1626 | 0.1985 | 0.1083 | 0.1381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42227 | -38552 | -38441 | -73856 | -73900 | -67601 |
Profit Factor | 1.3788 | 1.3331 | 1.4199 | 1.2641 | 1.2332 | 1.292 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 45.4023 | 43.6782 | 47.1264 | 45.4023 | 43.6782 | 47.1264 |
Ratio Avg Win / Avg Loss | 1.658 | 1.719 | 1.5931 | 1.5201 | 1.5901 | 1.4495 |
Largest Winning Trade | 31023 | 31023 | 21564 | 60583 | 60583 | 37329 |
Largest Losing Trade | -19252 | -12873 | -19252 | -32672 | -26988 | -32672 |
Avg Bars in Trades | 142 | 147 | 137 | 142 | 147 | 137 |
Avg Bars in Winners | 197 | 198 | 197 | 197 | 198 | 197 |
Avg Bars in Losers | 95 | 107 | 82 | 95 | 107 | 82 |
Bars Traded | 24723 | 12803 | 11920 | 24723 | 12803 | 11920 |
Profit Streak | 7.6248 | 0 | 14.3956 | 7.6248 | 0 | 14.3956 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331302 | -40556 | 298656 | 281388 | -50983 | -9544 |
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{ "first_band": { "type": "wma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 149, "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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