Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528273.2466 | 342037.5793 | 186235.6673 | 1659722.3272 | 1328473.3548 | 331248.9725 |
Total P&L (%) | 528.2732 | 342.0376 | 186.2357 | 1659.7223 | 1328.4734 | 331.249 |
Avg Daily Profit (%) | 0.3119 | 0.2019 | 0.1099 | 0.1694 | 0.1571 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105143 | -79875 | -66758 | -3730857 | -1992819 | -1967055 |
Profit Factor | 2.0683 | 2.3299 | 1.7848 | 1.1784 | 1.2912 | 1.0699 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 38.6861 | 29.4118 | 47.8261 | 38.6861 | 29.4118 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.278 | 5.5917 | 1.947 | 1.8677 | 3.0988 | 1.1671 |
Largest Winning Trade | 174800 | 174800 | 60891 | 1994071 | 1994071 | 937098 |
Largest Losing Trade | -17808 | -16238 | -17808 | -832116 | -832116 | -588873 |
Avg Bars in Trades | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Winners | 64 | 70 | 60 | 64 | 70 | 60 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 4989 | 2229 | 2760 | 4989 | 2229 | 2760 |
Profit Streak | 0 | 45.374 | 0 | 0 | 45.374 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319993 | -107198 | -145640 | -19437 | -110460 | -324194 |
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 13, "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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