Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477990.9965 | 208037.7589 | 269953.2376 | 1503479.6485 | 851957.1847 | 651522.4637 |
Total P&L (%) | 477.991 | 208.0378 | 269.9532 | 1503.4796 | 851.9572 | 651.5225 |
Avg Daily Profit (%) | 0.3216 | 0.14 | 0.1816 | 0.1869 | 0.1517 | 0.1358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144606 | -101171 | -66684 | -2471529 | -1563244 | -1238970 |
Profit Factor | 2.0056 | 1.7701 | 2.3157 | 1.3186 | 1.347 | 1.2877 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Losing Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Profitability (%) | 56.9892 | 63.8298 | 50 | 56.9892 | 63.8298 | 50 |
Ratio Avg Win / Avg Loss | 1.5137 | 1.0031 | 2.3157 | 0.9952 | 0.7633 | 1.2877 |
Largest Winning Trade | 98497 | 98497 | 70504 | 720272 | 697381 | 720272 |
Largest Losing Trade | -37399 | -37399 | -36445 | -533765 | -533765 | -449211 |
Avg Bars in Trades | 43 | 36 | 49 | 43 | 36 | 49 |
Avg Bars in Winners | 38 | 27 | 51 | 38 | 27 | 51 |
Avg Bars in Losers | 50 | 53 | 48 | 50 | 53 | 48 |
Bars Traded | 4035 | 1737 | 2298 | 4035 | 1737 | 2298 |
Profit Streak | 0 | 0 | 97.6145 | 0 | 0 | 97.6145 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490514 | -2064 | 450246 | 273965 | 295329 | -10692 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 202, "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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