Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85506.2133 | 40009.6973 | 45496.5159 | 72192.4881 | 36005.3534 | 36187.1347 |
Total P&L (%) | 85.5062 | 40.0097 | 45.4965 | 72.1925 | 36.0054 | 36.1871 |
Avg Daily Profit (%) | 0.3283 | 0.1536 | 0.1747 | 0.2089 | 0.1182 | 0.1187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43520 | -25678 | -48643 | -101584 | -59198 | -114145 |
Profit Factor | 1.491 | 1.4911 | 1.491 | 1.2075 | 1.2308 | 1.1886 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 76.8116 | 73.5294 | 80 | 76.8116 | 73.5294 | 80 |
Ratio Avg Win / Avg Loss | 0.4501 | 0.5368 | 0.3727 | 0.3645 | 0.4431 | 0.2972 |
Largest Winning Trade | 14990 | 13186 | 14990 | 26557 | 14757 | 26557 |
Largest Losing Trade | -41346 | -17732 | -41346 | -98106 | -39378 | -98106 |
Avg Bars in Trades | 345 | 369 | 321 | 345 | 369 | 321 |
Avg Bars in Winners | 218 | 216 | 220 | 218 | 216 | 220 |
Avg Bars in Losers | 764 | 794 | 727 | 764 | 794 | 727 |
Bars Traded | 23811 | 12558 | 11253 | 23811 | 12558 | 11253 |
Profit Streak | 13.3385 | 19.9531 | 13.3385 | 13.3385 | 19.9531 | 13.3385 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94538 | 244138 | 300363 | -97291 | -37653 | -48786 |
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{ "first_band": { "type": "wma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 231, "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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