Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303099.4539 | 308387.9427 | -5288.4888 | -39855.6703 | 18603.923 | -58459.5933 |
Total P&L (%) | 303.0995 | 308.3879 | -5.2885 | -39.8557 | 18.6039 | -58.4596 |
Avg Daily Profit (%) | 0.1606 | 0.1634 | -0.0028 | -0.0269 | 0.009 | -0.0465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -279278 | -58608 | -288712 | -127716 | -23204 | -116555 |
Profit Factor | 1.3739 | 2.3314 | 0.9909 | 0.8733 | 1.2178 | 0.745 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 59 | 27 | 32 | 59 | 26 | 33 |
Losing Trades | 39 | 22 | 17 | 39 | 23 | 16 |
Profitability (%) | 60.2041 | 55.102 | 65.3061 | 60.2041 | 53.0612 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.9082 | 1.8997 | 0.5264 | 0.5773 | 1.0773 | 0.3612 |
Largest Winning Trade | 161543 | 161543 | 49915 | 21730 | 19585 | 21730 |
Largest Losing Trade | -185622 | -34890 | -185622 | -113759 | -14150 | -113759 |
Avg Bars in Trades | 74 | 74 | 75 | 74 | 74 | 75 |
Avg Bars in Winners | 54 | 64 | 46 | 55 | 64 | 48 |
Avg Bars in Losers | 105 | 87 | 129 | 103 | 85 | 129 |
Bars Traded | 7343 | 3662 | 3681 | 7343 | 3662 | 3681 |
Profit Streak | 38.5612 | 38.5612 | 57.8112 | 38.5612 | 38.5612 | 57.8112 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330041 | 469870 | -577718 | -577763 | -187949 | -577453 |
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{ "first_band": { "type": "wma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 105, "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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