Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154611.6292 | 84209.1108 | 70402.5184 | 171261.7826 | 107685.8742 | 63575.9085 |
Total P&L (%) | 154.6116 | 84.2091 | 70.4025 | 171.2618 | 107.6859 | 63.5759 |
Avg Daily Profit (%) | 0.2679 | 0.1459 | 0.122 | 0.1731 | 0.1267 | 0.0853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66066 | -74401 | -35199 | -315848 | -304458 | -132614 |
Profit Factor | 1.4687 | 1.4264 | 1.5319 | 1.191 | 1.1941 | 1.186 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 61.4173 | 59.375 | 63.4921 | 61.4173 | 59.375 | 63.4921 |
Ratio Avg Win / Avg Loss | 0.9227 | 0.976 | 0.8809 | 0.7482 | 0.817 | 0.6819 |
Largest Winning Trade | 29691 | 29691 | 23595 | 123604 | 123604 | 59071 |
Largest Losing Trade | -24915 | -24915 | -17320 | -115933 | -115933 | -53552 |
Avg Bars in Trades | 104 | 82 | 127 | 104 | 82 | 127 |
Avg Bars in Winners | 88 | 71 | 105 | 88 | 71 | 105 |
Avg Bars in Losers | 130 | 98 | 165 | 130 | 98 | 165 |
Bars Traded | 13315 | 5269 | 8046 | 13315 | 5269 | 8046 |
Profit Streak | 0 | 0 | 501.5698 | 0 | 0 | 501.5698 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326755 | -137407 | -175045 | -3296 | -170910 | -241847 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 167, "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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