Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140398.738 | 75276.633 | 65122.105 | 138261.7141 | 49967.573 | 88294.1411 |
Total P&L (%) | 140.3987 | 75.2766 | 65.1221 | 138.2617 | 49.9676 | 88.2941 |
Avg Daily Profit (%) | 0.2696 | 0.1445 | 0.125 | 0.1668 | 0.0778 | 0.1216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35843 | -46183 | -50289 | -97280 | -112694 | -74948 |
Profit Factor | 1.2635 | 1.2557 | 1.2732 | 1.142 | 1.0929 | 1.2025 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 45.5814 | 42.9907 | 48.1481 | 45.5814 | 42.9907 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.5085 | 1.6651 | 1.3711 | 1.3634 | 1.4493 | 1.295 |
Largest Winning Trade | 23123 | 23123 | 16177 | 42479 | 42479 | 38268 |
Largest Losing Trade | -25199 | -25199 | -14166 | -35630 | -35630 | -29937 |
Avg Bars in Trades | 114 | 123 | 105 | 114 | 123 | 105 |
Avg Bars in Winners | 143 | 155 | 132 | 143 | 155 | 132 |
Avg Bars in Losers | 89 | 98 | 80 | 89 | 98 | 80 |
Bars Traded | 24593 | 13164 | 11429 | 24593 | 13164 | 11429 |
Profit Streak | 8.5738 | 8.803 | 8.5738 | 8.5738 | 8.803 | 8.5738 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329324 | -2067 | -27383 | -57027 | -211537 | -32098 |
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{ "first_band": { "type": "wma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 115, "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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