Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129486.8193 | 244232.6729 | -114745.8537 | -95184.9883 | 138561.4232 | -233746.4115 |
Total P&L (%) | 129.4868 | 244.2327 | -114.7459 | -95.185 | 138.5614 | -233.7464 |
Avg Daily Profit (%) | 0.0917 | 0.173 | -0.0813 | -0.2146 | 0.0616 | 0 |
Buy And Hold Return (%) | 76.0495 | 76.0495 | 76.0495 | 76.0495 | 76.0495 | 76.0495 |
Max Trade Drawdown | -155499 | -80253 | -206500 | -301141 | -77637 | -280724 |
Profit Factor | 1.1614 | 1.9792 | 0.7925 | 0.8548 | 1.8818 | 0.5311 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 28 | 32 | 48 | 23 | 25 |
Losing Trades | 32 | 18 | 14 | 44 | 23 | 21 |
Profitability (%) | 65.2174 | 60.8696 | 69.5652 | 52.1739 | 50 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.6194 | 1.2724 | 0.3467 | 0.7836 | 1.8818 | 0.4461 |
Largest Winning Trade | 63098 | 63098 | 51108 | 58133 | 48571 | 58133 |
Largest Losing Trade | -142071 | -43999 | -142071 | -257848 | -68392 | -257848 |
Avg Bars in Trades | 89 | 79 | 99 | 89 | 79 | 99 |
Avg Bars in Winners | 59 | 47 | 69 | 87 | 74 | 99 |
Avg Bars in Losers | 145 | 129 | 166 | 91 | 85 | 98 |
Bars Traded | 8230 | 3669 | 4561 | 8230 | 3669 | 4561 |
Profit Streak | 0 | 0 | 573.1506 | 0 | 0 | 651.1506 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121584 | 309554 | -577209 | -580250 | -115098 | -578808 |
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{ "first_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 157, "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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