Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74005.3085 | 22737.0356 | 51268.2729 | 75777.5056 | 23133.3351 | 52644.1704 |
Total P&L (%) | 74.0053 | 22.737 | 51.2683 | 75.7775 | 23.1333 | 52.6442 |
Avg Daily Profit (%) | 0.2842 | 0.0873 | 0.1969 | 0.2168 | 0.0799 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41223 | -35240 | -35098 | -66918 | -50075 | -57035 |
Profit Factor | 1.5708 | 1.3415 | 1.8129 | 1.415 | 1.2525 | 1.5788 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 75.7143 | 71.4286 | 80 | 75.7143 | 71.4286 | 80 |
Ratio Avg Win / Avg Loss | 0.5038 | 0.5366 | 0.4532 | 0.4539 | 0.501 | 0.3947 |
Largest Winning Trade | 17955 | 7740 | 17955 | 24437 | 9618 | 24437 |
Largest Losing Trade | -31138 | -19284 | -31138 | -45658 | -27023 | -45658 |
Avg Bars in Trades | 352 | 387 | 317 | 352 | 387 | 317 |
Avg Bars in Winners | 229 | 244 | 215 | 229 | 244 | 215 |
Avg Bars in Losers | 736 | 747 | 722 | 736 | 747 | 722 |
Bars Traded | 24676 | 13577 | 11099 | 24676 | 13577 | 11099 |
Profit Streak | 26.5374 | 33.6103 | 26.5374 | 26.5374 | 33.6103 | 26.5374 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86433 | -79815 | 397119 | -87961 | -89920 | 370407 |
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{ "first_band": { "type": "wma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 239, "offset": 0 } } }
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# | 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) |
---|