Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673711.2788 | 613039.7344 | 60671.5445 | 219088.5908 | 523781.6918 | -304693.1009 |
Total P&L (%) | 673.7113 | 613.0397 | 60.6715 | 219.0886 | 523.7817 | -304.6931 |
Avg Daily Profit (%) | 0.3602 | 0.3278 | 0.0324 | 0.0621 | 0.0979 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157422 | -119306 | -102855 | -1006746 | -527306 | -570108 |
Profit Factor | 2.1121 | 2.9044 | 1.2137 | 1.1111 | 1.543 | 0.6974 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 44.697 | 40.9091 | 48.4848 | 44.697 | 40.9091 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.6132 | 4.1953 | 1.2895 | 1.3748 | 2.2288 | 0.741 |
Largest Winning Trade | 610322 | 610322 | 60018 | 945682 | 945682 | 84126 |
Largest Losing Trade | -44434 | -43142 | -44434 | -419324 | -170352 | -419324 |
Avg Bars in Trades | 167 | 162 | 172 | 167 | 162 | 172 |
Avg Bars in Winners | 249 | 252 | 247 | 249 | 252 | 247 |
Avg Bars in Losers | 101 | 99 | 103 | 101 | 99 | 103 |
Bars Traded | 22108 | 10693 | 11415 | 22108 | 10693 | 11415 |
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 | 421607 | -113317 | -275385 | -210059 | -187124 | -705547 |
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{ "first_band": { "type": "wma", "factors": { "length": 54, "offset": 199 } }, "second_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 54, "offset": 199 } }, "second_band": { "type": "midpoint", "factors": { "length": 122, "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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