Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531030.2095 | 445052.9025 | 85977.307 | 1583285.0664 | 1409798.9314 | 173486.135 |
Total P&L (%) | 531.0302 | 445.0529 | 85.9773 | 1583.2851 | 1409.7989 | 173.4861 |
Avg Daily Profit (%) | 0.2687 | 0.2252 | 0.0435 | 0.143 | 0.1375 | 0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106064 | -59074 | -103272 | -1371305 | -1109458 | -799140 |
Profit Factor | 2.5506 | 3.7292 | 1.4793 | 1.4044 | 1.6146 | 1.107 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 53.2468 | 58.9744 | 47.3684 | 53.2468 | 58.9744 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.2396 | 2.5942 | 1.6436 | 1.2331 | 1.1232 | 1.23 |
Largest Winning Trade | 187298 | 187298 | 89396 | 1234943 | 1234943 | 754112 |
Largest Losing Trade | -48174 | -48174 | -34194 | -842235 | -842235 | -261448 |
Avg Bars in Trades | 146 | 131 | 162 | 146 | 131 | 162 |
Avg Bars in Winners | 206 | 172 | 250 | 206 | 172 | 250 |
Avg Bars in Losers | 79 | 73 | 83 | 79 | 73 | 83 |
Bars Traded | 11315 | 5127 | 6188 | 11315 | 5127 | 6188 |
Profit Streak | 575.0697 | 607.7363 | 575.0697 | 575.0697 | 607.7363 | 575.0697 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31034 | 619806 | -132928 | -45546 | -4632 | -228152 |
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{ "first_band": { "type": "rma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 93, "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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