Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93216.6403 | 45409.9381 | 47806.7022 | 66149.309 | 33138.7756 | 33010.5334 |
Total P&L (%) | 93.2166 | 45.4099 | 47.8067 | 66.1493 | 33.1388 | 33.0105 |
Avg Daily Profit (%) | 0.179 | 0.0872 | 0.0918 | 0.0975 | 0.055 | 0.0548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81231 | -54785 | -44967 | -71434 | -46159 | -67135 |
Profit Factor | 1.3229 | 1.3417 | 1.3069 | 1.2398 | 1.2788 | 1.2103 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 62.1359 | 53.8462 | 70.5882 | 62.1359 | 53.8462 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.8061 | 1.15 | 0.5445 | 0.7555 | 1.0961 | 0.5043 |
Largest Winning Trade | 18310 | 18310 | 15002 | 17746 | 17746 | 14435 |
Largest Losing Trade | -37019 | -21740 | -37019 | -62575 | -21468 | -62575 |
Avg Bars in Trades | 239 | 255 | 222 | 239 | 255 | 222 |
Avg Bars in Winners | 155 | 169 | 144 | 155 | 169 | 144 |
Avg Bars in Losers | 376 | 356 | 409 | 376 | 356 | 409 |
Bars Traded | 24636 | 13290 | 11346 | 24636 | 13290 | 11346 |
Profit Streak | 25.0552 | 25.0552 | 30.701 | 25.0552 | 25.0552 | 30.701 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321536 | -256579 | -249909 | -62040 | -301012 | -301153 |
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 71, "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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