Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505161.4704 | 373009.8335 | 132151.6368 | 2664211.7377 | 1560194.2165 | 1104017.5211 |
Total P&L (%) | 505.1615 | 373.0098 | 132.1516 | 2664.2117 | 1560.1942 | 1104.0175 |
Avg Daily Profit (%) | 0.2357 | 0.174 | 0.0616 | 0.155 | 0.1311 | 0.1161 |
Buy And Hold Return (%) | 27.8986 | 27.8986 | 27.8986 | 27.8986 | 27.8986 | 27.8986 |
Max Trade Drawdown | -63107 | -91073 | -58265 | -2776530 | -1897668 | -1571920 |
Profit Factor | 2.5031 | 3.2048 | 1.7918 | 1.4235 | 1.4153 | 1.4357 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 55.5556 | 59.375 | 51.6129 | 55.5556 | 59.375 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.0025 | 2.1928 | 1.6798 | 1.1388 | 0.9684 | 1.346 |
Largest Winning Trade | 118727 | 118727 | 36087 | 1626541 | 1626541 | 1460864 |
Largest Losing Trade | -33043 | -33043 | -26443 | -1125982 | -1125982 | -556372 |
Avg Bars in Trades | 88 | 127 | 49 | 88 | 127 | 49 |
Avg Bars in Winners | 103 | 123 | 78 | 103 | 123 | 78 |
Avg Bars in Losers | 71 | 132 | 18 | 71 | 132 | 18 |
Bars Traded | 5598 | 4064 | 1534 | 5598 | 4064 | 1534 |
Profit Streak | 0 | 0 | 311.2123 | 0 | 0 | 311.2123 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137166 | 529456 | -108022 | -141788 | -17222 | -35863 |
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{ "first_band": { "type": "wma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 225, "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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