Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257608.2831 | 1309641.9408 | -52033.6577 | 81471.1379 | 1097316.3839 | -1015845.246 |
Total P&L (%) | 1257.6083 | 1309.6419 | -52.0337 | 81.4711 | 1097.3164 | -1015.8452 |
Avg Daily Profit (%) | 0.5577 | 0.5808 | -0.0231 | 0.0264 | 0.1102 | 0 |
Buy And Hold Return (%) | 271.618 | 271.618 | 271.618 | 271.618 | 271.618 | 271.618 |
Max Trade Drawdown | -127783 | -106452 | -166418 | -1708089 | -1095396 | -1162685 |
Profit Factor | 2.2871 | 3.7878 | 0.8974 | 1.0149 | 1.4162 | 0.6395 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 40.3974 | 39.4737 | 41.3333 | 40.3974 | 39.4737 | 41.3333 |
Ratio Avg Win / Avg Loss | 3.3744 | 5.808 | 1.2738 | 1.4974 | 2.1716 | 0.9077 |
Largest Winning Trade | 1091790 | 1091790 | 45860 | 1713239 | 1713239 | 353519 |
Largest Losing Trade | -38953 | -38258 | -38953 | -612972 | -612972 | -278554 |
Avg Bars in Trades | 87 | 87 | 87 | 87 | 87 | 87 |
Avg Bars in Winners | 138 | 123 | 153 | 138 | 123 | 153 |
Avg Bars in Losers | 52 | 64 | 40 | 52 | 64 | 40 |
Bars Traded | 13204 | 6669 | 6534 | 13204 | 6669 | 6534 |
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 | 390399 | -36844 | -639439 | -530381 | -99336 | -641106 |
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 60, "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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