Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62789.3573 | -5477.3858 | 68266.7431 | 62021.05 | -9802.9085 | 71823.9585 |
Total P&L (%) | 62.7894 | -5.4774 | 68.2667 | 62.0211 | -9.8029 | 71.824 |
Avg Daily Profit (%) | 0.2411 | -0.021 | 0.2621 | 0.1855 | -0.0396 | 0.2081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31753 | -33296 | -18421 | -34740 | -36653 | -23371 |
Profit Factor | 1.3761 | 0.9534 | 2.3816 | 1.2982 | 0.9309 | 2.0871 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 73.0435 | 68.9655 | 77.193 | 73.0435 | 68.9655 | 77.193 |
Ratio Avg Win / Avg Loss | 0.5078 | 0.429 | 0.7037 | 0.4791 | 0.4189 | 0.6166 |
Largest Winning Trade | 8765 | 8012 | 8765 | 8748 | 8647 | 8748 |
Largest Losing Trade | -28104 | -28104 | -11067 | -27316 | -27316 | -15243 |
Avg Bars in Trades | 213 | 241 | 185 | 213 | 241 | 185 |
Avg Bars in Winners | 122 | 126 | 118 | 122 | 126 | 118 |
Avg Bars in Losers | 461 | 497 | 412 | 461 | 497 | 412 |
Bars Traded | 24582 | 14013 | 10569 | 24582 | 14013 | 10569 |
Profit Streak | 3.9515 | 3.9515 | 18.4098 | 3.9515 | 3.9515 | 18.4098 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331487 | -759575 | -166656 | 295377 | -759575 | -167571 |
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{ "first_band": { "type": "wma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 192, "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) |
---|