Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172475.7674 | 76729.6964 | 95746.0711 | 373864.8188 | 196259.8326 | 177604.9862 |
Total P&L (%) | 172.4758 | 76.7297 | 95.7461 | 373.8648 | 196.2598 | 177.605 |
Avg Daily Profit (%) | 0.6623 | 0.2946 | 0.3677 | 0.5992 | 0.4179 | 0.3928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36236 | -14252 | -29306 | -62006 | -25009 | -58737 |
Profit Factor | 2.5261 | 2.6415 | 2.4447 | 2.8296 | 3.506 | 2.4092 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 72.6027 | 70.2703 | 75 | 72.6027 | 70.2703 | 75 |
Ratio Avg Win / Avg Loss | 0.9532 | 1.1176 | 0.8149 | 1.0678 | 1.4833 | 0.8031 |
Largest Winning Trade | 17416 | 13613 | 17416 | 40376 | 40376 | 32679 |
Largest Losing Trade | -19665 | -9959 | -19665 | -51798 | -17981 | -51798 |
Avg Bars in Trades | 331 | 348 | 314 | 331 | 348 | 314 |
Avg Bars in Winners | 279 | 310 | 249 | 279 | 310 | 249 |
Avg Bars in Losers | 469 | 436 | 510 | 469 | 436 | 510 |
Bars Traded | 24226 | 12887 | 11339 | 24226 | 12887 | 11339 |
Profit Streak | 26.736 | 26.736 | 51.5276 | 26.736 | 26.736 | 51.5276 |
Trades During Streak | 8 | 4 | 8 | 8 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59201 | 543494 | 518548 | -57488 | 641223 | 523834 |
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{ "first_band": { "type": "wma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 218, "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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