Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129486.5684 | 46819.9779 | 82666.5905 | 158767.7376 | 71481.2351 | 87286.5025 |
Total P&L (%) | 129.4866 | 46.82 | 82.6666 | 158.7677 | 71.4812 | 87.2865 |
Avg Daily Profit (%) | 0.4972 | 0.1798 | 0.3174 | 0.3658 | 0.2073 | 0.2412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38688 | -30368 | -21662 | -45171 | -33244 | -25543 |
Profit Factor | 1.3495 | 1.2395 | 1.4724 | 1.3754 | 1.3198 | 1.4377 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 153 | 75 | 78 | 153 | 75 | 78 |
Losing Trades | 205 | 104 | 101 | 205 | 104 | 101 |
Profitability (%) | 42.7374 | 41.8994 | 43.5754 | 42.7374 | 41.8994 | 43.5754 |
Ratio Avg Win / Avg Loss | 1.8081 | 1.7187 | 1.9066 | 1.8428 | 1.8301 | 1.8617 |
Largest Winning Trade | 46616 | 36091 | 46616 | 68624 | 68624 | 60455 |
Largest Losing Trade | -9839 | -5613 | -9839 | -12879 | -6016 | -12879 |
Avg Bars in Trades | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Winners | 106 | 106 | 105 | 106 | 106 | 105 |
Avg Bars in Losers | 42 | 43 | 40 | 42 | 43 | 40 |
Bars Traded | 24860 | 12506 | 12354 | 24860 | 12506 | 12354 |
Profit Streak | 0.5302 | 0.5302 | 7.6344 | 0.5302 | 0.5302 | 7.6344 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 225413 | -926 | 324709 | 190656 | 50968 | 293632 |
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{ "first_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 89, "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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