Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60563.8367 | 44727.3876 | 15836.4491 | 47843.1698 | 39575.9957 | 8267.1741 |
Total P&L (%) | 60.5638 | 44.7274 | 15.8364 | 47.8432 | 39.576 | 8.2672 |
Avg Daily Profit (%) | 0.2326 | 0.1718 | 0.0608 | 0.1502 | 0.1281 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40552 | -52365 | -31217 | -48812 | -56746 | -31482 |
Profit Factor | 1.2658 | 1.384 | 1.1422 | 1.2025 | 1.3307 | 1.0709 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 69.7479 | 71.6667 | 67.7966 | 69.7479 | 71.6667 | 67.7966 |
Ratio Avg Win / Avg Loss | 0.549 | 0.5471 | 0.5426 | 0.5216 | 0.5261 | 0.5087 |
Largest Winning Trade | 11350 | 11350 | 8071 | 9405 | 9405 | 8397 |
Largest Losing Trade | -25849 | -15222 | -25849 | -31482 | -14968 | -31482 |
Avg Bars in Trades | 206 | 208 | 203 | 206 | 208 | 203 |
Avg Bars in Winners | 142 | 148 | 135 | 142 | 148 | 135 |
Avg Bars in Losers | 353 | 359 | 347 | 353 | 359 | 347 |
Bars Traded | 24524 | 12498 | 12026 | 24524 | 12498 | 12026 |
Profit Streak | 21.6691 | 21.6691 | 24.0857 | 21.6691 | 21.6691 | 24.0857 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313381 | -161660 | -361293 | 241871 | -191801 | -636252 |
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{ "first_band": { "type": "wma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 217, "offset": 0 } } }
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# | 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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