Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654821.8725 | 559289.2311 | 95532.6414 | 338452.8431 | 313022.4918 | 25430.3513 |
Total P&L (%) | 654.8219 | 559.2892 | 95.5326 | 338.4528 | 313.0225 | 25.4304 |
Avg Daily Profit (%) | 0.4107 | 0.3508 | 0.0599 | 0.0928 | 0.089 | 0.0142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121988 | -70139 | -83103 | -353083 | -414590 | -298569 |
Profit Factor | 2.0139 | 2.6578 | 1.3097 | 1.1783 | 1.312 | 1.0284 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 39.3258 | 28.8889 | 50 | 39.3258 | 28.8889 | 50 |
Ratio Avg Win / Avg Loss | 3.1072 | 6.5423 | 1.3097 | 1.818 | 3.2296 | 1.0284 |
Largest Winning Trade | 345481 | 345481 | 66182 | 382370 | 382370 | 195207 |
Largest Losing Trade | -48536 | -25029 | -48536 | -175474 | -108598 | -175474 |
Avg Bars in Trades | 70 | 54 | 86 | 70 | 54 | 86 |
Avg Bars in Winners | 128 | 111 | 138 | 128 | 111 | 138 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 6247 | 2431 | 3816 | 6247 | 2431 | 3816 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351092 | 64353 | -112707 | -96310 | -85473 | -366579 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 16, "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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