Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138633.1131 | 25960.2451 | 112672.8679 | 156147.2031 | 37838.8946 | 118308.3085 |
Total P&L (%) | 138.6331 | 25.9602 | 112.6729 | 156.1472 | 37.8389 | 118.3083 |
Avg Daily Profit (%) | 0.2662 | 0.0498 | 0.2163 | 0.1808 | 0.0616 | 0.15 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64300 | -53383 | -27737 | -81830 | -64363 | -48043 |
Profit Factor | 1.5757 | 1.179 | 2.1766 | 1.5407 | 1.2333 | 1.9341 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 73.0337 | 72.7273 | 73.3333 | 73.0337 | 72.7273 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.5818 | 0.4421 | 0.7915 | 0.5689 | 0.4625 | 0.7033 |
Largest Winning Trade | 18202 | 12541 | 18202 | 24506 | 16230 | 24506 |
Largest Losing Trade | -35212 | -35212 | -27737 | -48043 | -35797 | -48043 |
Avg Bars in Trades | 274 | 324 | 224 | 274 | 324 | 224 |
Avg Bars in Winners | 151 | 188 | 115 | 151 | 188 | 115 |
Avg Bars in Losers | 606 | 687 | 524 | 606 | 687 | 524 |
Bars Traded | 24390 | 14280 | 10110 | 24390 | 14280 | 10110 |
Profit Streak | 14.5215 | 55.834 | 14.5215 | 14.5215 | 55.834 | 14.5215 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442637 | -151151 | 440525 | 408633 | -111069 | 403275 |
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{ "first_band": { "type": "wma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "rma", "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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