Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5765444.8564 | 5947856.5461 | -182411.6896 | -36645.3005 | 1807.5626 | -38452.8631 |
Total P&L (%) | 5765.4449 | 5947.8565 | -182.4117 | -36.6453 | 1.8076 | -38.4529 |
Avg Daily Profit (%) | 2.9363 | 3.0292 | -0.0929 | -0.0232 | 0.0009 | -0.0247 |
Buy And Hold Return (%) | 1885.348 | 1885.348 | 1885.348 | 1885.348 | 1885.348 | 1885.348 |
Max Trade Drawdown | -372706 | -146922 | -284651 | -96277 | -47093 | -77874 |
Profit Factor | 9.3279 | 20.0639 | 0.5204 | 0.8499 | 1.0149 | 0.686 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 30.7018 | 29.8246 | 31.5789 | 30.7018 | 29.8246 | 31.5789 |
Ratio Avg Win / Avg Loss | 21.0545 | 47.2091 | 1.1274 | 1.9183 | 2.3879 | 1.4863 |
Largest Winning Trade | 6086953 | 6086953 | 52905 | 65455 | 65455 | 20039 |
Largest Losing Trade | -58868 | -54258 | -58868 | -24602 | -22402 | -24602 |
Avg Bars in Trades | 66 | 64 | 67 | 66 | 64 | 67 |
Avg Bars in Winners | 151 | 157 | 145 | 151 | 157 | 145 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 7552 | 3700 | 3853 | 7552 | 3700 | 3853 |
Profit Streak | 0 | 0 | 562.8173 | 0 | 0 | 562.8173 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478336 | -168228 | -766024 | -585202 | -749324 | -766024 |
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{ "first_band": { "type": "rma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 12, "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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