Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109850.78 | 60792.0885 | 49058.6915 | 20880.0964 | 17218.1598 | 3661.9365 |
Total P&L (%) | 109.8508 | 60.7921 | 49.0587 | 20.8801 | 17.2182 | 3.6619 |
Avg Daily Profit (%) | 0.2109 | 0.1167 | 0.0942 | 0.0364 | 0.0305 | 0.0069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128926 | -102806 | -44690 | -88039 | -56157 | -33265 |
Profit Factor | 1.2523 | 1.2379 | 1.2727 | 1.0672 | 1.101 | 1.0261 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 52.6667 | 49.3333 | 56 | 52.6667 | 49.3333 | 56 |
Ratio Avg Win / Avg Loss | 1.1255 | 1.2714 | 1 | 0.9591 | 1.1307 | 0.8062 |
Largest Winning Trade | 61409 | 61409 | 21181 | 39261 | 39261 | 13279 |
Largest Losing Trade | -34356 | -34356 | -30346 | -24792 | -23340 | -24792 |
Avg Bars in Trades | 162 | 175 | 149 | 162 | 175 | 149 |
Avg Bars in Winners | 145 | 153 | 137 | 145 | 153 | 137 |
Avg Bars in Losers | 182 | 197 | 165 | 182 | 197 | 165 |
Bars Traded | 24414 | 13175 | 11239 | 24414 | 13175 | 11239 |
Profit Streak | 6.6319 | 0 | 19.736 | 6.6319 | 0 | 19.736 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315293 | -95872 | -124121 | -297573 | -328112 | -598242 |
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{ "first_band": { "type": "wma", "factors": { "length": 180, "offset": 152 } }, "second_band": { "type": "rma", "factors": { "length": 77, "offset": 154 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 180, "offset": 152 } }, "second_band": { "type": "rma", "factors": { "length": 77, "offset": 154 } } }
# | 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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