Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90364.174 | 13753.9879 | 76610.1861 | 116773.6174 | 31105.962 | 85667.6554 |
Total P&L (%) | 90.3642 | 13.754 | 76.6102 | 116.7736 | 31.106 | 85.6677 |
Avg Daily Profit (%) | 0.347 | 0.0528 | 0.2942 | 0.2975 | 0.1041 | 0.2379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27354 | -25975 | -13388 | -26670 | -27042 | -18112 |
Profit Factor | 1.7201 | 1.169 | 2.7366 | 1.8555 | 1.3716 | 2.6229 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 75.3247 | 71.0526 | 79.4872 | 75.3247 | 71.0526 | 79.4872 |
Ratio Avg Win / Avg Loss | 0.5635 | 0.4763 | 0.7062 | 0.6078 | 0.5588 | 0.6769 |
Largest Winning Trade | 9920 | 9434 | 9920 | 10558 | 10558 | 9695 |
Largest Losing Trade | -23050 | -23050 | -13388 | -21052 | -21052 | -18112 |
Avg Bars in Trades | 309 | 353 | 266 | 309 | 353 | 266 |
Avg Bars in Winners | 176 | 211 | 145 | 176 | 211 | 145 |
Avg Bars in Losers | 715 | 700 | 736 | 715 | 700 | 736 |
Bars Traded | 23805 | 13415 | 10390 | 23805 | 13415 | 10390 |
Profit Streak | 11.6074 | 28.8783 | 11.6074 | 11.6074 | 28.8783 | 11.6074 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33663 | -204797 | 502114 | -33825 | -55377 | 476890 |
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{ "first_band": { "type": "wma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 229, "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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