Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63776.7912 | 16035.6021 | 47741.189 | 58383.5605 | 15706.2273 | 42677.3332 |
Total P&L (%) | 63.7768 | 16.0356 | 47.7412 | 58.3836 | 15.7062 | 42.6773 |
Avg Daily Profit (%) | 0.2449 | 0.0616 | 0.1833 | 0.1767 | 0.056 | 0.1366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45008 | -29100 | -35261 | -61658 | -34964 | -47711 |
Profit Factor | 1.4683 | 1.214 | 1.7795 | 1.3676 | 1.1843 | 1.5799 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 70.7692 | 69.697 | 71.875 | 70.7692 | 69.697 | 71.875 |
Ratio Avg Win / Avg Loss | 0.6065 | 0.5278 | 0.6963 | 0.5649 | 0.5149 | 0.6182 |
Largest Winning Trade | 18668 | 10889 | 18668 | 19386 | 13419 | 19386 |
Largest Losing Trade | -28395 | -21686 | -28395 | -33952 | -23888 | -33952 |
Avg Bars in Trades | 358 | 390 | 324 | 358 | 390 | 324 |
Avg Bars in Winners | 217 | 231 | 203 | 217 | 231 | 203 |
Avg Bars in Losers | 698 | 756 | 634 | 698 | 756 | 634 |
Bars Traded | 23285 | 12888 | 10397 | 23285 | 12888 | 10397 |
Profit Streak | 37.3616 | 44.4554 | 37.3616 | 37.3616 | 44.4554 | 37.3616 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125953 | -119614 | 341468 | -127511 | -144587 | -9624 |
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{ "first_band": { "type": "wma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 184, "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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