Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79104.6841 | 37035.3843 | 42069.2997 | 96908.0871 | 40808.4779 | 56099.6092 |
Total P&L (%) | 79.1047 | 37.0354 | 42.0693 | 96.9081 | 40.8085 | 56.0996 |
Avg Daily Profit (%) | 0.3038 | 0.1422 | 0.1615 | 0.2605 | 0.1315 | 0.1711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27312 | -28426 | -20186 | -36342 | -38024 | -31070 |
Profit Factor | 1.5315 | 1.4442 | 1.6429 | 1.4845 | 1.3554 | 1.6583 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 76.4228 | 75.8065 | 77.0492 | 76.4228 | 75.8065 | 77.0492 |
Ratio Avg Win / Avg Loss | 0.4725 | 0.4609 | 0.4894 | 0.458 | 0.4326 | 0.494 |
Largest Winning Trade | 10175 | 10175 | 7931 | 12596 | 12596 | 11141 |
Largest Losing Trade | -13990 | -13990 | -11807 | -18224 | -18224 | -13776 |
Avg Bars in Trades | 197 | 206 | 188 | 197 | 206 | 188 |
Avg Bars in Winners | 120 | 125 | 116 | 120 | 125 | 116 |
Avg Bars in Losers | 445 | 461 | 427 | 445 | 461 | 427 |
Bars Traded | 24277 | 12802 | 11475 | 24277 | 12802 | 11475 |
Profit Streak | 3.9113 | 3.9113 | 17.1925 | 3.9113 | 3.9113 | 17.1925 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400733 | -158907 | -152451 | 377073 | -173398 | -151228 |
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{ "first_band": { "type": "wma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 127, "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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