Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158274.8632 | 134077.8836 | 24196.9796 | 35979.9009 | 24507.003 | 11472.8979 |
Total P&L (%) | 158.2749 | 134.0779 | 24.197 | 35.9799 | 24.507 | 11.4729 |
Avg Daily Profit (%) | 0.3039 | 0.2574 | 0.0465 | 0.059 | 0.0421 | 0.0209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71680 | -61681 | -41788 | -163947 | -113957 | -77429 |
Profit Factor | 1.4995 | 1.7833 | 1.166 | 1.0754 | 1.0988 | 1.0501 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 44.4444 | 36.2069 | 52.5424 | 44.4444 | 36.2069 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.8743 | 3.142 | 1.0532 | 1.3443 | 1.936 | 0.9485 |
Largest Winning Trade | 212918 | 212918 | 19546 | 152656 | 152656 | 45080 |
Largest Losing Trade | -18024 | -13707 | -18024 | -46158 | -28775 | -46158 |
Avg Bars in Trades | 209 | 173 | 245 | 209 | 173 | 245 |
Avg Bars in Winners | 296 | 265 | 317 | 296 | 265 | 317 |
Avg Bars in Losers | 140 | 120 | 166 | 140 | 120 | 166 |
Bars Traded | 24544 | 10048 | 14496 | 24544 | 10048 | 14496 |
Profit Streak | 12.4344 | 0 | 40.1011 | 12.4344 | 0 | 40.1011 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328353 | -174771 | -348240 | -256040 | -437548 | -627445 |
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{ "first_band": { "type": "rma", "factors": { "length": 144, "offset": 180 } }, "second_band": { "type": "pwma", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 144, "offset": 180 } }, "second_band": { "type": "pwma", "factors": { "length": 153, "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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