Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79968.8335 | 29299.3307 | 50669.5028 | 90017.5888 | 37401.2104 | 52616.3784 |
Total P&L (%) | 79.9688 | 29.2993 | 50.6695 | 90.0176 | 37.4012 | 52.6164 |
Avg Daily Profit (%) | 0.3071 | 0.1125 | 0.1946 | 0.2468 | 0.1221 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30737 | -18794 | -22373 | -51026 | -31577 | -38606 |
Profit Factor | 1.6001 | 1.4822 | 1.699 | 1.4225 | 1.3947 | 1.4447 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 71.1864 | 68.9655 | 73.3333 | 71.1864 | 68.9655 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.6477 | 0.667 | 0.6178 | 0.5758 | 0.6276 | 0.5253 |
Largest Winning Trade | 16945 | 12985 | 16945 | 23280 | 15790 | 23280 |
Largest Losing Trade | -20464 | -13855 | -20464 | -36364 | -22803 | -36364 |
Avg Bars in Trades | 408 | 423 | 393 | 408 | 423 | 393 |
Avg Bars in Winners | 239 | 284 | 198 | 239 | 284 | 198 |
Avg Bars in Losers | 824 | 731 | 928 | 824 | 731 | 928 |
Bars Traded | 24072 | 12273 | 11799 | 24072 | 12273 | 11799 |
Profit Streak | 6.3482 | 12.9837 | 6.3482 | 6.3482 | 12.9837 | 6.3482 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168196 | -44821 | 324051 | -169796 | -31869 | 277805 |
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{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 132, "offset": 231 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 132, "offset": 231 } } }
# | 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) |
---|