Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394150.2266 | 248435.2254 | 145715.0012 | 1608324.4965 | 2939678.0353 | -1331353.5388 |
Total P&L (%) | 394.1502 | 248.4352 | 145.715 | 1608.3245 | 2939.678 | -1331.3535 |
Avg Daily Profit (%) | 0.217 | 0.1368 | 0.0802 | 0.1564 | 0.1882 | 0 |
Buy And Hold Return (%) | 231.9907 | 231.9907 | 231.9907 | 231.9907 | 231.9907 | 231.9907 |
Max Trade Drawdown | -86896 | -54805 | -88421 | -2538515 | -405925 | -2861876 |
Profit Factor | 2.5537 | 3.2507 | 2.0168 | 1.3561 | 3.6543 | 0.6095 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 69.6203 | 70 | 69.2308 | 69.6203 | 70 | 69.2308 |
Ratio Avg Win / Avg Loss | 1.1143 | 1.3931 | 0.8964 | 0.5917 | 1.5661 | 0.2709 |
Largest Winning Trade | 44265 | 44265 | 43377 | 1179111 | 1179111 | 280424 |
Largest Losing Trade | -47394 | -47394 | -47102 | -1810073 | -405925 | -1810073 |
Avg Bars in Trades | 61 | 66 | 57 | 61 | 66 | 57 |
Avg Bars in Winners | 41 | 38 | 45 | 41 | 38 | 45 |
Avg Bars in Losers | 107 | 131 | 84 | 107 | 131 | 84 |
Bars Traded | 4871 | 2645 | 2226 | 4871 | 2645 | 2226 |
Profit Streak | 102.8788 | 148.2121 | 102.8788 | 102.8788 | 148.2121 | 102.8788 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24394 | -145084 | -247090 | -20643 | 673814 | -577306 |
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{ "first_band": { "type": "pwma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 147, "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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