Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91279.2419 | 43246.3047 | 48032.9372 | 88265.0986 | 73247.0881 | 15018.0106 |
Total P&L (%) | 91.2792 | 43.2463 | 48.0329 | 88.2651 | 73.2471 | 15.018 |
Avg Daily Profit (%) | 0.3505 | 0.1661 | 0.1844 | 0.2432 | 0.2112 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55611 | -50328 | -30046 | -57986 | -41726 | -52536 |
Profit Factor | 1.2897 | 1.3274 | 1.2625 | 1.243 | 1.5257 | 1.0671 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 48.5714 | 48.8636 | 48.2759 | 48.5714 | 48.8636 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.3656 | 1.3891 | 1.3527 | 1.3161 | 1.5966 | 1.1433 |
Largest Winning Trade | 20415 | 18484 | 20415 | 27450 | 27450 | 15818 |
Largest Losing Trade | -17807 | -9220 | -17807 | -25439 | -11252 | -25439 |
Avg Bars in Trades | 139 | 146 | 133 | 139 | 146 | 133 |
Avg Bars in Winners | 179 | 175 | 182 | 179 | 175 | 182 |
Avg Bars in Losers | 102 | 117 | 87 | 102 | 117 | 87 |
Bars Traded | 24471 | 12851 | 11620 | 24471 | 12851 | 11620 |
Profit Streak | 7.4339 | 13.5485 | 7.4339 | 7.4339 | 13.5485 | 7.4339 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340494 | 183220 | 148570 | 297204 | 350351 | -279817 |
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 150, "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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