Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70621.1653 | 48756.0424 | 21865.1229 | 58697.9542 | 53406.4059 | 5291.5483 |
Total P&L (%) | 70.6212 | 48.756 | 21.8651 | 58.698 | 53.4064 | 5.2915 |
Avg Daily Profit (%) | 0.5084 | 0.351 | 0.1574 | 0.333 | 0.3085 | 0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36994 | -32867 | -25641 | -52099 | -46202 | -47520 |
Profit Factor | 1.2142 | 1.2699 | 1.1467 | 1.1355 | 1.2309 | 1.0262 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 49.3776 | 47.5 | 51.2397 | 49.3776 | 47.5 | 51.2397 |
Ratio Avg Win / Avg Loss | 1.2448 | 1.4036 | 1.0912 | 1.1641 | 1.3605 | 0.9765 |
Largest Winning Trade | 16779 | 16779 | 12794 | 18495 | 18495 | 13310 |
Largest Losing Trade | -27536 | -27536 | -10770 | -37230 | -37230 | -14086 |
Avg Bars in Trades | 53 | 57 | 49 | 53 | 57 | 49 |
Avg Bars in Winners | 63 | 68 | 58 | 63 | 68 | 58 |
Avg Bars in Losers | 43 | 47 | 39 | 43 | 47 | 39 |
Bars Traded | 12870 | 6896 | 5974 | 12870 | 6896 | 5974 |
Profit Streak | 0 | 131.1629 | 0 | 0 | 131.1629 | 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 | 325957 | 178090 | -59383 | -64270 | 168593 | -504313 |
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{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 136, "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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