Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167563.4546 | 85728.2385 | 81835.2161 | 137328.9838 | 38361.0484 | 98967.9354 |
Total P&L (%) | 167.5635 | 85.7282 | 81.8352 | 137.329 | 38.361 | 98.9679 |
Avg Daily Profit (%) | 0.3217 | 0.1646 | 0.1571 | 0.1661 | 0.0624 | 0.1322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107109 | -70397 | -45515 | -83494 | -61711 | -41652 |
Profit Factor | 1.5156 | 1.4914 | 1.5437 | 1.3808 | 1.1966 | 1.598 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 55.5556 | 53.7037 | 57.4074 | 55.5556 | 53.7037 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.2125 | 1.2857 | 1.1453 | 1.1047 | 1.0316 | 1.1856 |
Largest Winning Trade | 109469 | 109469 | 32393 | 44288 | 44288 | 25460 |
Largest Losing Trade | -23964 | -23964 | -23672 | -34642 | -26514 | -34642 |
Avg Bars in Trades | 226 | 230 | 221 | 226 | 230 | 221 |
Avg Bars in Winners | 177 | 164 | 189 | 177 | 164 | 189 |
Avg Bars in Losers | 287 | 308 | 265 | 287 | 308 | 265 |
Bars Traded | 24444 | 12471 | 11973 | 24444 | 12471 | 11973 |
Profit Streak | 14.516 | 26.0785 | 14.516 | 14.516 | 26.0785 | 14.516 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416725 | -171030 | -170244 | 339178 | -295867 | -193735 |
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{ "first_band": { "type": "wma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 77, "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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