Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118227.8089 | 48213.516 | 70014.2928 | 165030.7234 | 82414.5059 | 82616.2175 |
Total P&L (%) | 118.2278 | 48.2135 | 70.0143 | 165.0307 | 82.4145 | 82.6162 |
Avg Daily Profit (%) | 0.454 | 0.1851 | 0.2689 | 0.375 | 0.2311 | 0.2315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48476 | -25069 | -37351 | -70236 | -36944 | -50845 |
Profit Factor | 1.6015 | 1.5939 | 1.6068 | 1.5358 | 1.6852 | 1.4401 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 62.5 | 63.4615 | 61.5385 | 62.5 | 63.4615 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.9609 | 0.9177 | 1.0043 | 0.9215 | 0.9702 | 0.9 |
Largest Winning Trade | 27063 | 13402 | 27063 | 28358 | 16819 | 28358 |
Largest Losing Trade | -13870 | -10675 | -13870 | -30355 | -15286 | -30355 |
Avg Bars in Trades | 229 | 242 | 217 | 229 | 242 | 217 |
Avg Bars in Winners | 242 | 258 | 225 | 242 | 258 | 225 |
Avg Bars in Losers | 208 | 213 | 204 | 208 | 213 | 204 |
Bars Traded | 23913 | 12605 | 11308 | 23913 | 12605 | 11308 |
Profit Streak | 8.895 | 9.2075 | 8.895 | 8.895 | 9.2075 | 8.895 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435492 | -172377 | -169146 | 396949 | -170291 | -172122 |
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{ "first_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 183, "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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