Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894712.5363 | 819692.1087 | 75020.4275 | 4782356.7334 | 4624340.3206 | 158016.4128 |
Total P&L (%) | 894.7125 | 819.6921 | 75.0204 | 4782.3567 | 4624.3403 | 158.0164 |
Avg Daily Profit (%) | 0.3578 | 0.3278 | 0.03 | 0.1556 | 0.1543 | 0.0379 |
Buy And Hold Return (%) | 740.2352 | 740.2352 | 740.2352 | 740.2352 | 740.2352 | 740.2352 |
Max Trade Drawdown | -132209 | -88612 | -59639 | -2206612 | -1265987 | -1135462 |
Profit Factor | 2.1749 | 2.8071 | 1.2436 | 1.5931 | 2.0125 | 1.0452 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Profitability (%) | 53.5484 | 57.1429 | 50 | 53.5484 | 57.1429 | 50 |
Ratio Avg Win / Avg Loss | 1.8866 | 2.1053 | 1.2436 | 1.382 | 1.5094 | 1.0452 |
Largest Winning Trade | 280177 | 280177 | 60008 | 2718105 | 2718105 | 960674 |
Largest Losing Trade | -45762 | -45762 | -35567 | -785971 | -785971 | -692865 |
Avg Bars in Trades | 45 | 62 | 28 | 45 | 62 | 28 |
Avg Bars in Winners | 53 | 65 | 40 | 53 | 65 | 40 |
Avg Bars in Losers | 36 | 59 | 17 | 36 | 59 | 17 |
Bars Traded | 7069 | 4811 | 2258 | 7069 | 4811 | 2258 |
Profit Streak | 72.3989 | 88.3989 | 72.3989 | 72.3989 | 88.3989 | 72.3989 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85090 | -158091 | -352467 | 410851 | -29226 | -512470 |
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{ "first_band": { "type": "wma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 123, "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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