Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925268.7539 | 714369.3333 | 210899.4206 | 7744082.4852 | 5195641.3303 | 2548441.1549 |
Total P&L (%) | 925.2688 | 714.3693 | 210.8994 | 7744.0825 | 5195.6413 | 2548.4412 |
Avg Daily Profit (%) | 0.4681 | 0.3614 | 0.1067 | 0.2209 | 0.201 | 0.1659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96046 | -87663 | -129789 | -4746174 | -3312225 | -3551588 |
Profit Factor | 2.0902 | 2.8085 | 1.4648 | 1.3292 | 1.4673 | 1.2054 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 40.4762 | 39.2857 | 41.6667 | 40.4762 | 39.2857 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.0738 | 4.3404 | 2.0507 | 1.9547 | 2.2677 | 1.6876 |
Largest Winning Trade | 269405 | 269405 | 73974 | 3064054 | 3064054 | 1616846 |
Largest Losing Trade | -55626 | -33840 | -55626 | -2780557 | -1117991 | -2780557 |
Avg Bars in Trades | 46 | 35 | 57 | 46 | 35 | 57 |
Avg Bars in Winners | 80 | 64 | 95 | 80 | 64 | 95 |
Avg Bars in Losers | 22 | 16 | 29 | 22 | 16 | 29 |
Bars Traded | 7774 | 2977 | 4796 | 7774 | 2977 | 4796 |
Profit Streak | 0 | 0 | 648.4284 | 0 | 0 | 648.4284 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413264 | 370138 | -50588 | 243594 | 207644 | 220521 |
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{ "first_band": { "type": "midprice", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 12, "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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