Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75179.7857 | 47264.7319 | 27915.0539 | -47804.5868 | 66864.4735 | -114669.0602 |
Total P&L (%) | 75.1798 | 47.2647 | 27.9151 | -47.8046 | 66.8645 | -114.6691 |
Avg Daily Profit (%) | 0.2887 | 0.1815 | 0.1072 | -0.2494 | 0.1968 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86902 | -36603 | -86902 | -242568 | -36926 | -242568 |
Profit Factor | 1.2702 | 1.4265 | 1.1667 | 0.8983 | 1.5641 | 0.6737 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 75.2137 | 71.1864 | 79.3103 | 75.2137 | 71.1864 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.4186 | 0.5774 | 0.3044 | 0.296 | 0.6331 | 0.1757 |
Largest Winning Trade | 15767 | 9820 | 15767 | 17030 | 13851 | 17030 |
Largest Losing Trade | -86902 | -32028 | -86902 | -242568 | -32200 | -242568 |
Avg Bars in Trades | 209 | 224 | 194 | 209 | 224 | 194 |
Avg Bars in Winners | 119 | 138 | 101 | 119 | 138 | 101 |
Avg Bars in Losers | 483 | 437 | 548 | 483 | 437 | 548 |
Bars Traded | 24523 | 13270 | 11253 | 24523 | 13270 | 11253 |
Profit Streak | 3.0028 | 3.0028 | 17.534 | 3.0028 | 3.0028 | 17.534 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302134 | -171398 | -268180 | -578999 | -169058 | -756952 |
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{ "first_band": { "type": "wma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 137, "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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