Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101466.818 | 39210.9006 | 62255.9174 | 121188.6925 | 59017.7911 | 62170.9014 |
Total P&L (%) | 101.4668 | 39.2109 | 62.2559 | 121.1887 | 59.0178 | 62.1709 |
Avg Daily Profit (%) | 0.3896 | 0.1506 | 0.2391 | 0.3053 | 0.1783 | 0.1858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53864 | -17542 | -36321 | -82335 | -30309 | -68373 |
Profit Factor | 1.7298 | 1.624 | 1.8171 | 1.5298 | 1.6188 | 1.4661 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 67.7419 | 67.7419 | 67.7419 | 67.7419 | 67.7419 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.8237 | 0.7733 | 0.8653 | 0.7285 | 0.7709 | 0.6982 |
Largest Winning Trade | 19261 | 12896 | 19261 | 29863 | 19862 | 29863 |
Largest Losing Trade | -32465 | -16533 | -32465 | -68373 | -23146 | -68373 |
Avg Bars in Trades | 385 | 405 | 366 | 385 | 405 | 366 |
Avg Bars in Winners | 257 | 269 | 244 | 257 | 269 | 244 |
Avg Bars in Losers | 655 | 690 | 621 | 655 | 690 | 621 |
Bars Traded | 23921 | 12567 | 11354 | 23921 | 12567 | 11354 |
Profit Streak | 6.9972 | 39.5076 | 0 | 6.9972 | 39.5076 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147168 | 273785 | 323012 | -148568 | 338118 | 261896 |
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{ "first_band": { "type": "rma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 228, "offset": 243 } } }
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# | 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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