Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57482.303 | 6273.683 | 51208.62 | 41699.1378 | 9194.8452 | 32504.2926 |
Total P&L (%) | 57.4823 | 6.2737 | 51.2086 | 41.6991 | 9.1948 | 32.5043 |
Avg Daily Profit (%) | 0.2207 | 0.0241 | 0.1966 | 0.1339 | 0.0338 | 0.1081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44820 | -18397 | -33192 | -63963 | -20436 | -55010 |
Profit Factor | 1.3265 | 1.0631 | 1.6689 | 1.1821 | 1.08 | 1.2848 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 75.9036 | 68.2927 | 83.3333 | 75.9036 | 68.2927 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.4211 | 0.4936 | 0.3338 | 0.3753 | 0.5015 | 0.257 |
Largest Winning Trade | 11045 | 11045 | 8204 | 10740 | 10740 | 9890 |
Largest Losing Trade | -33192 | -24137 | -33192 | -51840 | -24944 | -51840 |
Avg Bars in Trades | 286 | 320 | 252 | 286 | 320 | 252 |
Avg Bars in Winners | 175 | 198 | 156 | 175 | 198 | 156 |
Avg Bars in Losers | 636 | 585 | 730 | 636 | 585 | 730 |
Bars Traded | 23764 | 13158 | 10607 | 23764 | 13158 | 10607 |
Profit Streak | 0 | 6.1037 | 0 | 0 | 6.1037 | 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 | 234206 | -477574 | 345017 | -37249 | -445977 | -50333 |
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{ "first_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 145, "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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