Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572308.0935 | 406168.0301 | 166140.0634 | 3338607.3558 | 1801024.5745 | 1537582.7812 |
Total P&L (%) | 572.3081 | 406.168 | 166.1401 | 3338.6074 | 1801.0246 | 1537.5828 |
Avg Daily Profit (%) | 0.461 | 0.3271 | 0.1338 | 0.2853 | 0.2375 | 0.2254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69609 | -79557 | -60968 | -1946264 | -2132234 | -793811 |
Profit Factor | 1.619 | 1.8545 | 1.3698 | 1.3184 | 1.3098 | 1.3292 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Losing Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Profitability (%) | 49.4208 | 51.938 | 46.9231 | 49.4208 | 51.938 | 46.9231 |
Ratio Avg Win / Avg Loss | 1.6569 | 1.7161 | 1.5495 | 1.3493 | 1.212 | 1.5035 |
Largest Winning Trade | 97406 | 97406 | 34653 | 883405 | 883405 | 516539 |
Largest Losing Trade | -34678 | -25813 | -34678 | -682479 | -638542 | -682479 |
Avg Bars in Trades | 56 | 69 | 42 | 56 | 69 | 42 |
Avg Bars in Winners | 66 | 72 | 59 | 66 | 72 | 59 |
Avg Bars in Losers | 46 | 67 | 28 | 46 | 67 | 28 |
Bars Traded | 14598 | 9010 | 5588 | 14598 | 9010 | 5588 |
Profit Streak | 9.8193 | 0 | 72.486 | 9.8193 | 0 | 72.486 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544575 | 441590 | -12747 | 387277 | 307477 | 347341 |
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{ "first_band": { "type": "wma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 143, "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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