Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135118.2018 | 96503.561 | 38614.6408 | 154097.145 | 151818.4272 | 2278.7178 |
Total P&L (%) | 135.1182 | 96.5036 | 38.6146 | 154.0971 | 151.8184 | 2.2787 |
Avg Daily Profit (%) | 0.5188 | 0.3706 | 0.1483 | 0.3587 | 0.3553 | 0.0087 |
Buy And Hold Return (%) | 52.3629 | 52.3629 | 52.3629 | 52.3629 | 52.3629 | 52.3629 |
Max Trade Drawdown | -50857 | -22217 | -46484 | -180623 | -69273 | -170998 |
Profit Factor | 1.5936 | 1.892 | 1.3233 | 1.212 | 1.4809 | 1.0055 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 51.2658 | 53.1646 | 49.3671 | 51.2658 | 53.1646 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.5149 | 1.6668 | 1.3572 | 1.1522 | 1.3046 | 1.0313 |
Largest Winning Trade | 60824 | 60824 | 26605 | 117900 | 117900 | 79952 |
Largest Losing Trade | -9285 | -9285 | -8159 | -30162 | -30162 | -27164 |
Avg Bars in Trades | 155 | 138 | 171 | 155 | 138 | 171 |
Avg Bars in Winners | 218 | 193 | 245 | 218 | 193 | 245 |
Avg Bars in Losers | 88 | 76 | 99 | 88 | 76 | 99 |
Bars Traded | 24512 | 10959 | 13553 | 24512 | 10959 | 13553 |
Profit Streak | 4.4051 | 0 | 9.9676 | 4.4051 | 0 | 9.9676 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345802 | -23208 | -188150 | 184197 | -21006 | -588974 |
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{ "first_band": { "type": "rma", "factors": { "length": 183, "offset": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 183, "offset": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 63, "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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