Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131752.4177 | 83628.9361 | 48123.4815 | 132477.6464 | 110711.7099 | 21765.9365 |
Total P&L (%) | 131.7524 | 83.6289 | 48.1235 | 132.4776 | 110.7117 | 21.7659 |
Avg Daily Profit (%) | 0.253 | 0.1606 | 0.0924 | 0.1621 | 0.1432 | 0.0378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68907 | -74513 | -38846 | -103631 | -107267 | -64992 |
Profit Factor | 1.2994 | 1.3684 | 1.2259 | 1.2084 | 1.3398 | 1.0702 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Profitability (%) | 44.7115 | 42.3077 | 47.1154 | 44.7115 | 42.3077 | 47.1154 |
Ratio Avg Win / Avg Loss | 1.6068 | 1.866 | 1.376 | 1.4943 | 1.827 | 1.2013 |
Largest Winning Trade | 27202 | 27202 | 24463 | 47596 | 47596 | 36684 |
Largest Losing Trade | -13450 | -10951 | -13450 | -20988 | -20988 | -18713 |
Avg Bars in Trades | 118 | 114 | 123 | 118 | 114 | 123 |
Avg Bars in Winners | 167 | 165 | 170 | 167 | 165 | 170 |
Avg Bars in Losers | 79 | 77 | 81 | 79 | 77 | 81 |
Bars Traded | 24751 | 11919 | 12832 | 24751 | 11919 | 12832 |
Profit Streak | 11.4625 | 12.7958 | 11.4625 | 11.4625 | 12.7958 | 11.4625 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334866 | 221085 | -72355 | 246886 | -3184 | -292225 |
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{ "first_band": { "type": "wma", "factors": { "length": 103, "offset": 50 } }, "second_band": { "type": "swma", "factors": { "length": 111, "offset": 0 } } }
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# | 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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