Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612655.8038 | 462801.5571 | 149854.2467 | 325840.1259 | 318435.1393 | 7404.9866 |
Total P&L (%) | 612.6558 | 462.8016 | 149.8542 | 325.8401 | 318.4351 | 7.405 |
Avg Daily Profit (%) | 0.415 | 0.3135 | 0.1015 | 0.0982 | 0.097 | 0.0048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116291 | -104041 | -72524 | -868342 | -657419 | -447509 |
Profit Factor | 1.7956 | 2.0324 | 1.4658 | 1.093 | 1.1635 | 1.0048 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 35.8491 | 30 | 41.7722 | 35.8491 | 30 | 41.7722 |
Ratio Avg Win / Avg Loss | 3.2133 | 4.7422 | 2.0432 | 1.9559 | 2.7148 | 1.4006 |
Largest Winning Trade | 291910 | 291910 | 68522 | 690588 | 690588 | 231530 |
Largest Losing Trade | -40793 | -25019 | -40793 | -334519 | -156890 | -334519 |
Avg Bars in Trades | 109 | 91 | 127 | 109 | 91 | 127 |
Avg Bars in Winners | 206 | 172 | 230 | 206 | 172 | 230 |
Avg Bars in Losers | 55 | 57 | 52 | 55 | 57 | 52 |
Bars Traded | 17396 | 7350 | 10046 | 17396 | 7350 | 10046 |
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 | 309988 | -14782 | -85425 | -183682 | -130283 | -597582 |
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{ "first_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 53, "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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