Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274221.2086 | 284205.2062 | -9983.9976 | -93857.7123 | 9884.0176 | -103741.7299 |
Total P&L (%) | 274.2212 | 284.2052 | -9.984 | -93.8577 | 9.884 | -103.7417 |
Avg Daily Profit (%) | 0.1862 | 0.1929 | -0.0068 | -0.1892 | 0.0064 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218906 | -158241 | -177169 | -883451 | -690921 | -407482 |
Profit Factor | 1.2565 | 1.5213 | 0.9809 | 0.9579 | 1.0082 | 0.8979 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 51.2821 | 43.5897 | 58.9744 | 51.2821 | 43.5897 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.1937 | 1.9688 | 0.6824 | 0.91 | 1.3047 | 0.6247 |
Largest Winning Trade | 308314 | 308314 | 41124 | 373920 | 373920 | 174683 |
Largest Losing Trade | -79113 | -53932 | -79113 | -317728 | -317728 | -142178 |
Avg Bars in Trades | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Winners | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Losers | 17 | 20 | 12 | 17 | 20 | 12 |
Bars Traded | 2903 | 1700 | 1203 | 2903 | 1700 | 1203 |
Profit Streak | 31.414 | 31.414 | 35.414 | 31.414 | 31.414 | 35.414 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344928 | -26024 | -612974 | -578517 | -597745 | -612974 |
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{ "first_band": { "type": "wma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 9, "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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