Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997840.1483 | 925391.6946 | 72448.4537 | 314178.4091 | 577184.5954 | -263006.1863 |
Total P&L (%) | 997.8401 | 925.3917 | 72.4485 | 314.1784 | 577.1846 | -263.0062 |
Avg Daily Profit (%) | 0.42 | 0.3895 | 0.0305 | 0.0598 | 0.0805 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135920 | -88111 | -70317 | -1913486 | -1476706 | -1058474 |
Profit Factor | 2.568 | 3.6005 | 1.2583 | 1.0442 | 1.1465 | 0.9169 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 41.6667 | 43.3333 | 40 | 41.6667 | 43.3333 | 40 |
Ratio Avg Win / Avg Loss | 3.5953 | 4.7084 | 1.8874 | 1.4619 | 1.4993 | 1.3754 |
Largest Winning Trade | 761736 | 761736 | 62631 | 1241680 | 1241680 | 774501 |
Largest Losing Trade | -46040 | -39905 | -46040 | -684005 | -684005 | -605714 |
Avg Bars in Trades | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Winners | 129 | 114 | 145 | 129 | 114 | 145 |
Avg Bars in Losers | 36 | 39 | 34 | 36 | 39 | 34 |
Bars Traded | 4519 | 2164 | 2355 | 4519 | 2164 | 2355 |
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 | -162204 | 496288 | -155146 | -461945 | -147036 | -583047 |
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{ "first_band": { "type": "wma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 46, "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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