Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434539.6128 | 372726.0145 | 61813.5983 | 294522.1359 | 275749.7414 | 18772.3945 |
Total P&L (%) | 434.5396 | 372.726 | 61.8136 | 294.5221 | 275.7497 | 18.7724 |
Avg Daily Profit (%) | 0.2258 | 0.1937 | 0.0321 | 0.0713 | 0.0688 | 0.0089 |
Buy And Hold Return (%) | 71.4824 | 71.4824 | 71.4824 | 71.4824 | 71.4824 | 71.4824 |
Max Trade Drawdown | -186833 | -184122 | -93044 | -945259 | -479592 | -465667 |
Profit Factor | 1.4826 | 1.719 | 1.1618 | 1.1026 | 1.1735 | 1.0147 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 44.4444 | 42.7184 | 46.1538 | 44.4444 | 42.7184 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.8532 | 2.305 | 1.3555 | 1.3783 | 1.5736 | 1.1838 |
Largest Winning Trade | 118185 | 118185 | 48611 | 302232 | 268961 | 302232 |
Largest Losing Trade | -30557 | -27750 | -30557 | -281031 | -279522 | -281031 |
Avg Bars in Trades | 35 | 39 | 32 | 35 | 39 | 32 |
Avg Bars in Winners | 47 | 52 | 43 | 47 | 52 | 43 |
Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
Bars Traded | 7450 | 4106 | 3344 | 7450 | 4106 | 3344 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304611 | 234824 | -360063 | -208494 | -135082 | -552832 |
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{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 59, "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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