Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1860539.7719 | 1845337.7227 | 15202.0493 | 734793.4267 | 2251426.4685 | -1516633.0418 |
Total P&L (%) | 1860.5398 | 1845.3377 | 15.202 | 734.7934 | 2251.4265 | -1516.633 |
Avg Daily Profit (%) | 0.8384 | 0.8315 | 0.0069 | 0.0957 | 0.1424 | 0 |
Buy And Hold Return (%) | 184.7931 | 184.7931 | 184.7931 | 184.7931 | 184.7931 | 184.7931 |
Max Trade Drawdown | -147428 | -97217 | -76643 | -4574792 | -2371026 | -3046111 |
Profit Factor | 4.2054 | 7.6355 | 1.0503 | 1.0534 | 1.3558 | 0.7958 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 44.086 | 47.8261 | 40.4255 | 44.086 | 47.8261 | 40.4255 |
Ratio Avg Win / Avg Loss | 5.3337 | 8.3296 | 1.5478 | 1.336 | 1.4791 | 1.1727 |
Largest Winning Trade | 1750882 | 1750882 | 54516 | 3829987 | 3829987 | 1287102 |
Largest Losing Trade | -52918 | -52918 | -35127 | -1686288 | -1648009 | -1686288 |
Avg Bars in Trades | 90 | 100 | 80 | 90 | 100 | 80 |
Avg Bars in Winners | 125 | 122 | 128 | 125 | 122 | 128 |
Avg Bars in Losers | 62 | 80 | 47 | 62 | 80 | 47 |
Bars Traded | 8410 | 4637 | 3773 | 8410 | 4637 | 3773 |
Profit Streak | 0 | 41.4347 | 0 | 0 | 41.4347 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 660947 | 773985 | -517197 | -230894 | -2341 | -582753 |
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{ "first_band": { "type": "wma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "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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