Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613234.5781 | 379960.6815 | 233273.8966 | 3266851.192 | 2335423.7025 | 931427.4895 |
Total P&L (%) | 613.2346 | 379.9607 | 233.2739 | 3266.8512 | 2335.4237 | 931.4275 |
Avg Daily Profit (%) | 0.3653 | 0.2264 | 0.139 | 0.2097 | 0.1904 | 0.1391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65570 | -78277 | -50515 | -3308928 | -898807 | -2590033 |
Profit Factor | 2.2225 | 2.4065 | 2.0077 | 1.409 | 1.6636 | 1.2084 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 42.9907 | 33.9623 | 51.8519 | 42.9907 | 33.9623 | 51.8519 |
Ratio Avg Win / Avg Loss | 2.9472 | 4.6794 | 1.8643 | 1.8684 | 3.2348 | 1.1221 |
Largest Winning Trade | 197623 | 197623 | 51657 | 1437531 | 1437531 | 853372 |
Largest Losing Trade | -17716 | -17486 | -17716 | -955392 | -387040 | -955392 |
Avg Bars in Trades | 92 | 86 | 97 | 92 | 86 | 97 |
Avg Bars in Winners | 147 | 155 | 142 | 147 | 155 | 142 |
Avg Bars in Losers | 50 | 50 | 49 | 50 | 50 | 49 |
Bars Traded | 9846 | 4579 | 5267 | 9846 | 4579 | 5267 |
Profit Streak | 39.1504 | 0 | 47.9837 | 39.1504 | 0 | 47.9837 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424295 | -174138 | -182941 | 291136 | -175463 | -186625 |
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{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 31, "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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