Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317568.1678 | 294745.5798 | 22822.5879 | -58785.3177 | 1311228.6155 | -1370013.9332 |
Total P&L (%) | 317.5682 | 294.7456 | 22.8226 | -58.7853 | 1311.2286 | -1370.0139 |
Avg Daily Profit (%) | 0.1656 | 0.1537 | 0.0119 | -0.0462 | 0.1381 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263688 | -148343 | -179164 | -1911760 | -540806 | -2102272 |
Profit Factor | 1.1621 | 1.3101 | 1.0226 | 0.9933 | 1.3679 | 0.7362 |
Total Trades | 452 | 226 | 226 | 452 | 226 | 226 |
Winning Trades | 225 | 110 | 115 | 225 | 110 | 115 |
Losing Trades | 227 | 116 | 111 | 227 | 116 | 111 |
Profitability (%) | 49.7788 | 48.6726 | 50.885 | 49.7788 | 48.6726 | 50.885 |
Ratio Avg Win / Avg Loss | 1.1724 | 1.3816 | 0.9871 | 1.0021 | 1.4425 | 0.7106 |
Largest Winning Trade | 66315 | 66315 | 43716 | 332796 | 332796 | 240639 |
Largest Losing Trade | -61251 | -30913 | -61251 | -769126 | -221737 | -769126 |
Avg Bars in Trades | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Winners | 26 | 26 | 25 | 26 | 26 | 25 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 11359 | 5818 | 5541 | 11359 | 5818 | 5541 |
Profit Streak | 8.3628 | 31.6962 | 8.3628 | 8.3628 | 31.6962 | 8.3628 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31191 | 331775 | -377555 | -575431 | -5904 | -579086 |
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{ "first_band": { "type": "wma", "factors": { "length": 33, "offset": 90 } }, "second_band": { "type": "alma", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 33, "offset": 90 } }, "second_band": { "type": "alma", "factors": { "length": 126, "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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