Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462959.8024 | 296945.353 | 166014.4494 | 830169.4311 | 577191.853 | 252977.5781 |
Total P&L (%) | 462.9598 | 296.9454 | 166.0144 | 830.1694 | 577.1919 | 252.9776 |
Avg Daily Profit (%) | 0.4444 | 0.2851 | 0.1594 | 0.2143 | 0.1838 | 0.1212 |
Buy And Hold Return (%) | 15.4344 | 15.4344 | 15.4344 | 15.4344 | 15.4344 | 15.4344 |
Max Trade Drawdown | -88844 | -60190 | -89637 | -375349 | -377269 | -422826 |
Profit Factor | 2.0967 | 2.8762 | 1.6291 | 1.6096 | 2.0499 | 1.3115 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 81.746 | 77.7778 | 85.7143 | 81.746 | 77.7778 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.4682 | 0.8218 | 0.2715 | 0.3594 | 0.5857 | 0.2186 |
Largest Winning Trade | 26833 | 26833 | 22468 | 118765 | 115735 | 118765 |
Largest Losing Trade | -88844 | -39020 | -88844 | -281894 | -281894 | -258549 |
Avg Bars in Trades | 194 | 216 | 173 | 194 | 216 | 173 |
Avg Bars in Winners | 113 | 118 | 109 | 113 | 118 | 109 |
Avg Bars in Losers | 560 | 559 | 562 | 560 | 559 | 562 |
Bars Traded | 24560 | 13609 | 10951 | 24560 | 13609 | 10951 |
Profit Streak | 23.2602 | 23.2602 | 38.8435 | 23.2602 | 23.2602 | 38.8435 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615493 | -130982 | -133667 | 525851 | -133025 | -174031 |
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{ "first_band": { "type": "wma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 232, "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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