Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63283.4105 | 24641.107 | 38642.3035 | 81424.1039 | 30784.1639 | 50639.9401 |
Total P&L (%) | 63.2834 | 24.6411 | 38.6423 | 81.4241 | 30.7842 | 50.6399 |
Avg Daily Profit (%) | 1.2151 | 0.4731 | 0.742 | 1.1503 | 0.5166 | 0.7898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14279 | -14844 | -13049 | -20306 | -20094 | -18537 |
Profit Factor | 2.2708 | 1.9266 | 2.6652 | 2.1385 | 1.7971 | 2.5394 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 72.5806 | 67.7419 | 77.4194 | 72.5806 | 67.7419 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.8578 | 0.9174 | 0.7774 | 0.8079 | 0.8558 | 0.7407 |
Largest Winning Trade | 6655 | 5226 | 6655 | 7792 | 7792 | 7455 |
Largest Losing Trade | -13049 | -7109 | -13049 | -18537 | -9692 | -18537 |
Avg Bars in Trades | 374 | 393 | 355 | 374 | 393 | 355 |
Avg Bars in Winners | 223 | 240 | 208 | 223 | 240 | 208 |
Avg Bars in Losers | 775 | 717 | 857 | 775 | 717 | 857 |
Bars Traded | 23228 | 12210 | 11018 | 23228 | 12210 | 11018 |
Profit Streak | 5.0536 | 5.0536 | 12.062 | 5.0536 | 5.0536 | 12.062 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141813 | 286592 | 551315 | -141676 | 318105 | 595176 |
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{ "first_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 170, "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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