Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -25346.1221 | 299289.9926 | -324636.1147 | 11683116.8689 | 5328682.4914 | 6354434.3775 |
Total P&L (%) | -25.3461 | 299.29 | -324.6361 | 11683.1169 | 5328.6825 | 6354.4344 |
Avg Daily Profit (%) | -0.0101 | 0.1192 | -0.1293 | 0.1901 | 0.1592 | 0.1661 |
Buy And Hold Return (%) | 277.1299 | 277.1299 | 277.1299 | 277.1299 | 277.1299 | 277.1299 |
Max Trade Drawdown | -390117 | -77298 | -443029 | -3619674 | -2028863 | -3619674 |
Profit Factor | 0.9785 | 1.9879 | 0.6293 | 2.0996 | 2.4268 | 1.9222 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 112 | 56 | 56 | 102 | 53 | 49 |
Losing Trades | 86 | 43 | 43 | 96 | 46 | 50 |
Profitability (%) | 56.5657 | 56.5657 | 56.5657 | 51.5152 | 53.5354 | 49.4949 |
Ratio Avg Win / Avg Loss | 0.7513 | 1.5264 | 0.4832 | 1.9761 | 2.1063 | 1.9615 |
Largest Winning Trade | 48530 | 48530 | 41391 | 6484853 | 2639276 | 6484853 |
Largest Losing Trade | -326709 | -20034 | -326709 | -3619674 | -736968 | -3619674 |
Avg Bars in Trades | 36 | 24 | 49 | 36 | 24 | 49 |
Avg Bars in Winners | 36 | 19 | 52 | 32 | 29 | 36 |
Avg Bars in Losers | 37 | 31 | 44 | 41 | 19 | 61 |
Bars Traded | 7303 | 2452 | 4852 | 7303 | 2452 | 4852 |
Profit Streak | 68.4515 | 109.7849 | 68.4515 | 68.4515 | 109.7849 | 68.4515 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577352 | -168777 | -578836 | 529792 | 509381 | 442505 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 180, "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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