Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406307.0126 | 300881.6977 | 105425.3149 | 589368.6756 | 343231.6264 | 246137.0492 |
Total P&L (%) | 406.307 | 300.8817 | 105.4253 | 589.3687 | 343.2316 | 246.137 |
Avg Daily Profit (%) | 0.2181 | 0.1615 | 0.0566 | 0.1037 | 0.08 | 0.0667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105945 | -83329 | -135125 | -486437 | -226387 | -358548 |
Profit Factor | 1.4901 | 1.7822 | 1.2372 | 1.2142 | 1.2473 | 1.1805 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Profitability (%) | 55.4502 | 57.1429 | 53.7736 | 55.4502 | 57.1429 | 53.7736 |
Ratio Avg Win / Avg Loss | 1.1971 | 1.3367 | 1.0636 | 0.9755 | 0.9354 | 1.0148 |
Largest Winning Trade | 55432 | 55432 | 33353 | 231343 | 231343 | 188450 |
Largest Losing Trade | -63054 | -24991 | -63054 | -180588 | -138626 | -180588 |
Avg Bars in Trades | 34 | 29 | 40 | 34 | 29 | 40 |
Avg Bars in Winners | 34 | 26 | 43 | 34 | 26 | 43 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 7319 | 3078 | 4241 | 7319 | 3078 | 4241 |
Profit Streak | 14.9319 | 31.4319 | 14.9319 | 14.9319 | 31.4319 | 14.9319 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428571 | 397093 | -116849 | -53369 | -86637 | -125073 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 62, "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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