Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290056.9203 | 229033.5018 | 61023.4184 | 29312.8251 | 88651.6056 | -59338.7806 |
Total P&L (%) | 290.0569 | 229.0335 | 61.0234 | 29.3128 | 88.6516 | -59.3388 |
Avg Daily Profit (%) | 0.1512 | 0.1194 | 0.0318 | 0.0134 | 0.0331 | -0.0469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134624 | -85993 | -81465 | -453046 | -273416 | -256859 |
Profit Factor | 1.4373 | 1.6272 | 1.2047 | 1.0185 | 1.0989 | 0.9143 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 48.4536 | 44.898 | 52.0833 | 48.4536 | 44.898 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.5291 | 1.9971 | 1.1083 | 1.0835 | 1.3487 | 0.8411 |
Largest Winning Trade | 162055 | 162055 | 63307 | 163717 | 163717 | 104285 |
Largest Losing Trade | -35701 | -25987 | -35701 | -95594 | -95594 | -83519 |
Avg Bars in Trades | 37 | 29 | 46 | 37 | 29 | 46 |
Avg Bars in Winners | 44 | 30 | 57 | 44 | 30 | 57 |
Avg Bars in Losers | 31 | 28 | 34 | 31 | 28 | 34 |
Bars Traded | 3658 | 1448 | 2211 | 3658 | 1448 | 2211 |
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 | 320235 | -32118 | -151123 | -378675 | -261985 | -580419 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 27, "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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