Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144937.6613 | 72088.2784 | 72849.3829 | 182721.4938 | 93545.419 | 89176.0748 |
Total P&L (%) | 144.9377 | 72.0883 | 72.8494 | 182.7215 | 93.5454 | 89.1761 |
Avg Daily Profit (%) | 0.2783 | 0.1384 | 0.1399 | 0.1997 | 0.1269 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39558 | -36704 | -37700 | -133505 | -75987 | -107797 |
Profit Factor | 1.5949 | 1.5551 | 1.6403 | 1.3495 | 1.3603 | 1.3389 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 62.7907 | 60.4651 | 65.1163 | 62.7907 | 60.4651 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.9451 | 1.0168 | 0.8787 | 0.7997 | 0.8894 | 0.7173 |
Largest Winning Trade | 16568 | 16568 | 14729 | 48167 | 31140 | 48167 |
Largest Losing Trade | -32577 | -25184 | -32577 | -74015 | -34753 | -74015 |
Avg Bars in Trades | 281 | 305 | 258 | 281 | 305 | 258 |
Avg Bars in Winners | 236 | 256 | 217 | 236 | 256 | 217 |
Avg Bars in Losers | 358 | 378 | 334 | 358 | 378 | 334 |
Bars Traded | 24237 | 13116 | 11121 | 24237 | 13116 | 11121 |
Profit Streak | 6.1683 | 15.3142 | 0 | 6.1683 | 15.3142 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388836 | -4706 | -4540 | 310690 | -22954 | -29407 |
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{ "first_band": { "type": "wma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 200, "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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