Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71849.5898 | 29070.6295 | 42778.9603 | 97765.4896 | 39023.7467 | 58741.7429 |
Total P&L (%) | 71.8496 | 29.0706 | 42.779 | 97.7655 | 39.0237 | 58.7417 |
Avg Daily Profit (%) | 1.3796 | 0.5582 | 0.8214 | 1.318 | 0.6346 | 0.8913 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11322 | -13204 | -11322 | -16214 | -18891 | -16214 |
Profit Factor | 2.2972 | 1.9762 | 2.6706 | 2.1468 | 1.8555 | 2.4819 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 75 | 72.2222 | 77.7778 | 75 | 72.2222 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.7657 | 0.7601 | 0.763 | 0.7156 | 0.7137 | 0.7091 |
Largest Winning Trade | 6492 | 4750 | 6492 | 8592 | 6902 | 8592 |
Largest Losing Trade | -11322 | -7689 | -11322 | -16214 | -11108 | -16214 |
Avg Bars in Trades | 322 | 337 | 307 | 322 | 337 | 307 |
Avg Bars in Winners | 191 | 206 | 177 | 191 | 206 | 177 |
Avg Bars in Losers | 716 | 680 | 760 | 716 | 680 | 760 |
Bars Traded | 23226 | 12159 | 11067 | 23226 | 12159 | 11067 |
Profit Streak | 0 | 7.8599 | 0 | 0 | 7.8599 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67467 | 368662 | 527441 | -67811 | 405651 | 560599 |
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{ "first_band": { "type": "wma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 168, "offset": 0 } } }
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# | 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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