Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798946.5788 | 680242.369 | 118704.2098 | 2536826.9168 | 1745280.5151 | 791546.4016 |
Total P&L (%) | 798.9466 | 680.2424 | 118.7042 | 2536.8269 | 1745.2805 | 791.5464 |
Avg Daily Profit (%) | 0.3836 | 0.3266 | 0.057 | 0.1573 | 0.1401 | 0.1051 |
Buy And Hold Return (%) | 109.8859 | 109.8859 | 109.8859 | 109.8859 | 109.8859 | 109.8859 |
Max Trade Drawdown | -138336 | -130512 | -94514 | -5846957 | -5245165 | -5076208 |
Profit Factor | 1.8098 | 2.4751 | 1.2259 | 1.0823 | 1.1131 | 1.0514 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 46.3303 | 44.9541 | 47.7064 | 46.3303 | 44.9541 | 47.7064 |
Ratio Avg Win / Avg Loss | 2.0965 | 3.0307 | 1.3438 | 1.2538 | 1.363 | 1.1525 |
Largest Winning Trade | 292338 | 292338 | 60955 | 2265179 | 2265179 | 2164938 |
Largest Losing Trade | -63897 | -38378 | -63897 | -4384785 | -2212048 | -4384785 |
Avg Bars in Trades | 113 | 99 | 127 | 113 | 99 | 127 |
Avg Bars in Winners | 139 | 114 | 163 | 139 | 114 | 163 |
Avg Bars in Losers | 91 | 87 | 94 | 91 | 87 | 94 |
Bars Traded | 24761 | 10873 | 13888 | 24761 | 10873 | 13888 |
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 | 459162 | 398562 | -259141 | -122595 | -103965 | -217335 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 76, "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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