Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77330.5382 | 28758.6353 | 48571.9029 | 61677.0483 | 13100.0712 | 48576.9771 |
Total P&L (%) | 77.3305 | 28.7586 | 48.5719 | 61.677 | 13.1001 | 48.577 |
Avg Daily Profit (%) | 0.2969 | 0.1104 | 0.1865 | 0.1847 | 0.0473 | 0.1522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65636 | -24400 | -49480 | -93846 | -40217 | -62526 |
Profit Factor | 1.391 | 1.2736 | 1.5242 | 1.2444 | 1.0962 | 1.418 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 69.7368 | 63.1579 | 76.3158 | 69.7368 | 63.1579 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.6036 | 0.7429 | 0.473 | 0.54 | 0.6394 | 0.4401 |
Largest Winning Trade | 15891 | 10049 | 15891 | 18833 | 9614 | 18833 |
Largest Losing Trade | -28223 | -22961 | -28223 | -38396 | -38396 | -32904 |
Avg Bars in Trades | 307 | 325 | 290 | 307 | 325 | 290 |
Avg Bars in Winners | 174 | 177 | 171 | 174 | 177 | 171 |
Avg Bars in Losers | 615 | 578 | 674 | 615 | 578 | 674 |
Bars Traded | 23389 | 12354 | 11035 | 23389 | 12354 | 11035 |
Profit Streak | 5.9777 | 5.9777 | 20.509 | 5.9777 | 5.9777 | 20.509 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43744 | -49508 | 321157 | -46154 | -314461 | 287251 |
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{ "first_band": { "type": "wma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 188, "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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