Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84831.8825 | 29420.2317 | 55411.6508 | 90217.7013 | 39487.0811 | 50730.6202 |
Total P&L (%) | 84.8319 | 29.4202 | 55.4117 | 90.2177 | 39.4871 | 50.7306 |
Avg Daily Profit (%) | 0.3258 | 0.113 | 0.2128 | 0.2472 | 0.1279 | 0.1577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41114 | -32494 | -30251 | -54713 | -34346 | -48338 |
Profit Factor | 1.5681 | 1.3657 | 1.8045 | 1.4842 | 1.4245 | 1.5438 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 65.2778 | 55.5556 | 75 | 65.2778 | 55.5556 | 75 |
Ratio Avg Win / Avg Loss | 0.8341 | 1.0926 | 0.6015 | 0.7895 | 1.1396 | 0.5146 |
Largest Winning Trade | 20072 | 19877 | 20072 | 20711 | 17109 | 20711 |
Largest Losing Trade | -28256 | -18205 | -28256 | -40396 | -20820 | -40396 |
Avg Bars in Trades | 331 | 348 | 315 | 331 | 348 | 315 |
Avg Bars in Winners | 223 | 217 | 226 | 223 | 217 | 226 |
Avg Bars in Losers | 536 | 511 | 581 | 536 | 511 | 581 |
Bars Traded | 23895 | 12535 | 11360 | 23895 | 12535 | 11360 |
Profit Streak | 31.9365 | 38.947 | 31.9365 | 31.9365 | 38.947 | 31.9365 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72450 | -43934 | 388121 | -73634 | -22808 | 333355 |
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{ "first_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 202, "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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