Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392363.8303 | 348260.348 | 44103.4823 | 163154.4338 | 64345.7057 | 98808.7281 |
Total P&L (%) | 392.3638 | 348.2603 | 44.1035 | 163.1544 | 64.3457 | 98.8087 |
Avg Daily Profit (%) | 0.1673 | 0.1485 | 0.0188 | 0.0413 | 0.0212 | 0.0293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272913 | -92258 | -265941 | -336448 | -165563 | -219211 |
Profit Factor | 1.3189 | 1.6044 | 1.0674 | 1.1097 | 1.0948 | 1.1221 |
Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
Winning Trades | 155 | 81 | 74 | 155 | 81 | 74 |
Losing Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Profitability (%) | 54.007 | 56.25 | 51.7483 | 54.007 | 56.25 | 51.7483 |
Ratio Avg Win / Avg Loss | 1.1232 | 1.2478 | 0.9953 | 0.945 | 0.8515 | 1.0463 |
Largest Winning Trade | 65034 | 59451 | 65034 | 95459 | 80531 | 95459 |
Largest Losing Trade | -47562 | -35685 | -47562 | -118635 | -118635 | -107258 |
Avg Bars in Trades | 48 | 39 | 56 | 48 | 39 | 56 |
Avg Bars in Winners | 45 | 33 | 57 | 45 | 33 | 57 |
Avg Bars in Losers | 52 | 48 | 55 | 52 | 48 | 55 |
Bars Traded | 13883 | 5759 | 8124 | 13883 | 5759 | 8124 |
Profit Streak | 0 | 0 | 37.6973 | 0 | 0 | 37.6973 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344229 | 280827 | -317008 | -237292 | -282152 | -239316 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 95, "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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