Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78362.771 | 56911.4495 | 21451.3216 | 30508.2633 | 39126.333 | -8618.0697 |
Total P&L (%) | 78.3628 | 56.9114 | 21.4513 | 30.5083 | 39.1263 | -8.6181 |
Avg Daily Profit (%) | 0.3009 | 0.2185 | 0.0824 | 0.1023 | 0.1269 | -0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76571 | -41354 | -83217 | -92334 | -41647 | -105912 |
Profit Factor | 1.1873 | 1.2943 | 1.0953 | 1.0609 | 1.1724 | 0.9686 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 76.9231 | 77.1812 | 76.6667 | 76.9231 | 77.1812 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.3562 | 0.3827 | 0.3334 | 0.3183 | 0.3466 | 0.2948 |
Largest Winning Trade | 13468 | 10894 | 13468 | 13657 | 9961 | 13657 |
Largest Losing Trade | -46988 | -32360 | -46988 | -48034 | -31479 | -48034 |
Avg Bars in Trades | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Winners | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Losers | 227 | 230 | 223 | 227 | 230 | 223 |
Bars Traded | 24610 | 12379 | 12230 | 24610 | 12379 | 12230 |
Profit Streak | 2.5075 | 11.57 | 2.5075 | 2.5075 | 11.57 | 2.5075 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4745 | 329188 | -205045 | -211786 | -54627 | -579613 |
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{ "first_band": { "type": "wma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 190, "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) |
---|