Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270725.1522 | 95192.235 | 175532.9172 | 360570.8698 | 124270.0379 | 236300.8319 |
Total P&L (%) | 270.7252 | 95.1922 | 175.5329 | 360.5709 | 124.27 | 236.3008 |
Avg Daily Profit (%) | 0.262 | 0.0921 | 0.1698 | 0.1479 | 0.0782 | 0.1174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83865 | -82354 | -45559 | -421732 | -267858 | -270124 |
Profit Factor | 1.861 | 1.4749 | 2.5396 | 1.3115 | 1.1971 | 1.4485 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 74.1935 | 64.5161 | 83.871 | 74.1935 | 64.5161 | 83.871 |
Ratio Avg Win / Avg Loss | 0.6473 | 0.8112 | 0.4884 | 0.4562 | 0.6584 | 0.2786 |
Largest Winning Trade | 54565 | 54565 | 26291 | 150218 | 150218 | 93109 |
Largest Losing Trade | -54211 | -54211 | -45559 | -270124 | -202660 | -270124 |
Avg Bars in Trades | 92 | 112 | 71 | 92 | 112 | 71 |
Avg Bars in Winners | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Losers | 210 | 230 | 166 | 210 | 230 | 166 |
Bars Traded | 5709 | 3499 | 2210 | 5709 | 3499 | 2210 |
Profit Streak | 27.8614 | 27.8614 | 47.1947 | 27.8614 | 27.8614 | 47.1947 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144994 | -68128 | 527080 | -151033 | -91576 | -31706 |
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{ "first_band": { "type": "sma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 204, "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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