Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111319.4922 | 58188.4563 | 53131.0359 | 89092.6969 | 49247.0051 | 39845.6918 |
Total P&L (%) | 111.3195 | 58.1885 | 53.131 | 89.0927 | 49.247 | 39.8457 |
Avg Daily Profit (%) | 0.2137 | 0.1117 | 0.102 | 0.1224 | 0.0769 | 0.0644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84958 | -55606 | -73700 | -68614 | -43891 | -45750 |
Profit Factor | 1.335 | 1.3839 | 1.294 | 1.3342 | 1.4245 | 1.2646 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 63.1579 | 56.0606 | 70.1493 | 63.1579 | 56.0606 | 70.1493 |
Ratio Avg Win / Avg Loss | 0.7788 | 1.0847 | 0.5507 | 0.7783 | 1.1165 | 0.5381 |
Largest Winning Trade | 20744 | 14654 | 20744 | 18654 | 14790 | 18654 |
Largest Losing Trade | -32483 | -24558 | -32483 | -45359 | -20223 | -45359 |
Avg Bars in Trades | 181 | 191 | 172 | 181 | 191 | 172 |
Avg Bars in Winners | 124 | 136 | 115 | 124 | 136 | 115 |
Avg Bars in Losers | 279 | 262 | 304 | 279 | 262 | 304 |
Bars Traded | 24197 | 12658 | 11539 | 24197 | 12658 | 11539 |
Profit Streak | 31.8633 | 34.2175 | 31.8633 | 31.8633 | 34.2175 | 31.8633 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345144 | -166429 | -172602 | -27772 | -213207 | -224027 |
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{ "first_band": { "type": "sma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 249, "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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