Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642437.6968 | 657109.9593 | -14672.2625 | 70464.1733 | 90780.7458 | -20316.5725 |
Total P&L (%) | 642.4377 | 657.11 | -14.6723 | 70.4642 | 90.7807 | -20.3166 |
Avg Daily Profit (%) | 0.2563 | 0.2622 | -0.0059 | 0.0213 | 0.0258 | -0.0091 |
Buy And Hold Return (%) | 259.4425 | 259.4425 | 259.4425 | 259.4425 | 259.4425 | 259.4425 |
Max Trade Drawdown | -191746 | -141270 | -133533 | -139883 | -112054 | -85471 |
Profit Factor | 1.7472 | 2.4954 | 0.9651 | 1.1336 | 1.3121 | 0.9141 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 51.0067 | 44.5946 | 57.3333 | 51.0067 | 44.5946 | 57.3333 |
Ratio Avg Win / Avg Loss | 1.6782 | 3.1004 | 0.7182 | 1.0889 | 1.6302 | 0.6803 |
Largest Winning Trade | 394855 | 394855 | 34633 | 63550 | 63550 | 37356 |
Largest Losing Trade | -64581 | -46549 | -64581 | -55918 | -55918 | -44461 |
Avg Bars in Trades | 98 | 123 | 74 | 98 | 123 | 74 |
Avg Bars in Winners | 97 | 118 | 80 | 97 | 118 | 80 |
Avg Bars in Losers | 99 | 126 | 65 | 99 | 126 | 65 |
Bars Traded | 14665 | 9103 | 5562 | 14665 | 9103 | 5562 |
Profit Streak | 12.0843 | 0 | 148.0843 | 12.0843 | 0 | 148.0843 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333505 | -56761 | -635156 | -402603 | -389508 | -635156 |
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 27 } }, "second_band": { "type": "midpoint", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 27 } }, "second_band": { "type": "midpoint", "factors": { "length": 248, "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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