Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140577.956 | 59852.3012 | 80725.6548 | 44755.0158 | 21982.6375 | 22772.3782 |
Total P&L (%) | 140.578 | 59.8523 | 80.7257 | 44.755 | 21.9826 | 22.7724 |
Avg Daily Profit (%) | 0.1517 | 0.0646 | 0.0871 | 0.0399 | 0.0214 | 0.0221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74504 | -60310 | -66536 | -203289 | -121366 | -153864 |
Profit Factor | 1.2136 | 1.1971 | 1.2277 | 1.0449 | 1.0491 | 1.0415 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 52.6087 | 53.0435 | 52.1739 | 52.6087 | 53.0435 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.0932 | 1.0598 | 1.1254 | 0.9413 | 0.9287 | 0.9547 |
Largest Winning Trade | 50379 | 50379 | 31403 | 67714 | 67714 | 54288 |
Largest Losing Trade | -32170 | -18666 | -32170 | -69711 | -44618 | -69711 |
Avg Bars in Trades | 93 | 76 | 111 | 93 | 76 | 111 |
Avg Bars in Winners | 87 | 57 | 117 | 87 | 57 | 117 |
Avg Bars in Losers | 101 | 98 | 104 | 101 | 98 | 104 |
Bars Traded | 21619 | 8832 | 12787 | 21619 | 8832 | 12787 |
Profit Streak | 19.1533 | 19.1533 | 41.4033 | 19.1533 | 19.1533 | 41.4033 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352003 | -110344 | -75475 | -311194 | -337299 | -343375 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 190, "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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