Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535607.4668 | 540736.1675 | -5128.7007 | -35622.1312 | 285714.6141 | -321336.7453 |
Total P&L (%) | 535.6075 | 540.7362 | -5.1287 | -35.6221 | 285.7146 | -321.3367 |
Avg Daily Profit (%) | 0.271 | 0.2735 | -0.0026 | -0.0223 | 0.0683 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168300 | -133113 | -126199 | -776847 | -614400 | -611099 |
Profit Factor | 1.6819 | 2.1695 | 0.9841 | 0.9831 | 1.2487 | 0.6666 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 40.625 | 48.3871 | 44.4444 | 40.625 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.1024 | 3.1709 | 1.0497 | 1.2289 | 1.8251 | 0.7111 |
Largest Winning Trade | 270034 | 270034 | 72277 | 441557 | 441557 | 154844 |
Largest Losing Trade | -54641 | -54641 | -53778 | -260822 | -219156 | -260822 |
Avg Bars in Trades | 121 | 143 | 98 | 121 | 143 | 98 |
Avg Bars in Winners | 147 | 154 | 141 | 147 | 154 | 141 |
Avg Bars in Losers | 100 | 135 | 58 | 100 | 135 | 58 |
Bars Traded | 7635 | 4581 | 3054 | 7635 | 4581 | 3054 |
Profit Streak | 0 | 0 | 647.1864 | 0 | 0 | 647.1864 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141607 | 328161 | -578820 | -732549 | -104517 | -580487 |
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{ "first_band": { "type": "wma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 61, "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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