Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80619.2385 | 9073.4938 | 71545.7447 | 97739.41 | 19644.7992 | 78094.6108 |
Total P&L (%) | 80.6192 | 9.0735 | 71.5457 | 97.7394 | 19.6448 | 78.0946 |
Avg Daily Profit (%) | 0.3096 | 0.0348 | 0.2747 | 0.2621 | 0.0689 | 0.2219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23984 | -22438 | -14966 | -27774 | -24464 | -23457 |
Profit Factor | 1.6958 | 1.1238 | 2.6798 | 1.694 | 1.2397 | 2.3266 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 73.913 | 64.7059 | 82.8571 | 73.913 | 64.7059 | 82.8571 |
Ratio Avg Win / Avg Loss | 0.5985 | 0.613 | 0.5544 | 0.5979 | 0.6762 | 0.4814 |
Largest Winning Trade | 10216 | 10216 | 9074 | 13349 | 13349 | 12775 |
Largest Losing Trade | -22438 | -22438 | -14966 | -23457 | -22067 | -23457 |
Avg Bars in Trades | 345 | 388 | 302 | 345 | 388 | 302 |
Avg Bars in Winners | 200 | 234 | 173 | 200 | 234 | 173 |
Avg Bars in Losers | 755 | 671 | 923 | 755 | 671 | 923 |
Bars Traded | 23805 | 13222 | 10583 | 23805 | 13222 | 10583 |
Profit Streak | 12.9164 | 30.2289 | 12.9164 | 12.9164 | 30.2289 | 12.9164 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94221 | -396151 | 502759 | -94630 | -108063 | 461950 |
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{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 203, "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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