Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338446.6046 | 261978.9114 | 76467.6933 | 62594.7226 | 50880.0454 | 11714.6772 |
Total P&L (%) | 338.4466 | 261.9789 | 76.4677 | 62.5947 | 50.88 | 11.7147 |
Avg Daily Profit (%) | 0.2127 | 0.1647 | 0.0481 | 0.0306 | 0.0259 | 0.007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107662 | -104166 | -95013 | -93015 | -71943 | -74149 |
Profit Factor | 1.4219 | 1.6908 | 1.1808 | 1.109 | 1.1845 | 1.0393 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 50 | 45.7447 | 54.2553 | 50 | 45.7447 | 54.2553 |
Ratio Avg Win / Avg Loss | 1.4219 | 2.0054 | 0.9956 | 1.109 | 1.4048 | 0.8762 |
Largest Winning Trade | 180438 | 180438 | 64177 | 82105 | 82105 | 38741 |
Largest Losing Trade | -34902 | -34902 | -30293 | -34902 | -34902 | -22117 |
Avg Bars in Trades | 49 | 42 | 55 | 49 | 42 | 55 |
Avg Bars in Winners | 63 | 52 | 72 | 63 | 52 | 72 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 9222 | 3979 | 5243 | 9222 | 3979 | 5243 |
Profit Streak | 0 | 47.3672 | 0 | 0 | 47.3672 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343563 | 361908 | -151763 | -252186 | -177673 | -474716 |
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{ "first_band": { "type": "pwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 244, "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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