Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134624.172 | 99913.2728 | 34710.8992 | 120916.3002 | 148415.9714 | -27499.6712 |
Total P&L (%) | 134.6242 | 99.9133 | 34.7109 | 120.9163 | 148.416 | -27.4997 |
Avg Daily Profit (%) | 0.2585 | 0.1918 | 0.0666 | 0.1523 | 0.1749 | -0.0617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75986 | -37114 | -59942 | -274235 | -96144 | -225354 |
Profit Factor | 1.5523 | 1.8635 | 1.2711 | 1.2021 | 1.5752 | 0.9192 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Losing Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Profitability (%) | 40.5063 | 50 | 30.7692 | 40.5063 | 50 | 30.7692 |
Ratio Avg Win / Avg Loss | 2.28 | 1.8635 | 2.86 | 1.7656 | 1.5752 | 2.0682 |
Largest Winning Trade | 68254 | 68254 | 33637 | 114652 | 114652 | 79760 |
Largest Losing Trade | -14256 | -14256 | -11983 | -59097 | -59097 | -45852 |
Avg Bars in Trades | 308 | 289 | 327 | 308 | 289 | 327 |
Avg Bars in Winners | 512 | 425 | 657 | 512 | 425 | 657 |
Avg Bars in Losers | 169 | 153 | 180 | 169 | 153 | 180 |
Bars Traded | 24352 | 11593 | 12759 | 24352 | 11593 | 12759 |
Profit Streak | 10.1728 | 33.0061 | 0 | 10.1728 | 33.0061 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24021 | 415548 | -113647 | -27068 | 386570 | -586027 |
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{ "first_band": { "type": "rma", "factors": { "length": 97, "offset": 169 } }, "second_band": { "type": "sinwma", "factors": { "length": 97, "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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