Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543655.4687 | 493858.2945 | 49797.1742 | -41066.4551 | 42042.7143 | -83109.1694 |
Total P&L (%) | 543.6555 | 493.8583 | 49.7972 | -41.0665 | 42.0427 | -83.1092 |
Avg Daily Profit (%) | 0.2811 | 0.2554 | 0.0257 | -0.0273 | 0.0181 | -0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185070 | -113980 | -199363 | -162999 | -96705 | -172231 |
Profit Factor | 1.4374 | 1.829 | 1.077 | 0.941 | 1.1321 | 0.78 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 110 | 45 | 65 | 110 | 45 | 65 |
Losing Trades | 113 | 67 | 46 | 113 | 67 | 46 |
Profitability (%) | 49.3274 | 40.1786 | 58.5586 | 49.3274 | 40.1786 | 58.5586 |
Ratio Avg Win / Avg Loss | 1.4766 | 2.7232 | 0.7622 | 0.9667 | 1.6856 | 0.552 |
Largest Winning Trade | 168537 | 168537 | 52991 | 74716 | 74716 | 29101 |
Largest Losing Trade | -88861 | -29822 | -88861 | -78910 | -49650 | -78910 |
Avg Bars in Trades | 102 | 79 | 125 | 102 | 79 | 125 |
Avg Bars in Winners | 136 | 98 | 162 | 136 | 98 | 162 |
Avg Bars in Losers | 69 | 66 | 74 | 69 | 66 | 74 |
Bars Traded | 22852 | 8883 | 13969 | 22852 | 8883 | 13969 |
Profit Streak | 18.9017 | 18.9017 | 25.985 | 18.9017 | 18.9017 | 25.985 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418521 | 289762 | -295982 | -578807 | -248236 | -579385 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 79, "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) |
---|