Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412158.9655 | 355911.9792 | 56246.9864 | 177130.7381 | 273227.0496 | -96096.3115 |
Total P&L (%) | 412.159 | 355.912 | 56.247 | 177.1307 | 273.2271 | -96.0963 |
Avg Daily Profit (%) | 0.2221 | 0.1918 | 0.0303 | 0.0549 | 0.071 | -0.1746 |
Buy And Hold Return (%) | 78.1823 | 78.1823 | 78.1823 | 78.1823 | 78.1823 | 78.1823 |
Max Trade Drawdown | -128873 | -81874 | -152291 | -310828 | -129662 | -351726 |
Profit Factor | 1.5428 | 2.0312 | 1.1358 | 1.1408 | 1.4916 | 0.8631 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 54.1667 | 56.6667 | 51.6667 | 54.1667 | 56.6667 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.3055 | 1.5533 | 1.0625 | 0.9653 | 1.1406 | 0.8074 |
Largest Winning Trade | 133662 | 133662 | 49044 | 127716 | 127716 | 77349 |
Largest Losing Trade | -62050 | -34467 | -62050 | -205570 | -64447 | -205570 |
Avg Bars in Trades | 58 | 42 | 74 | 58 | 42 | 74 |
Avg Bars in Winners | 61 | 38 | 86 | 61 | 38 | 86 |
Avg Bars in Losers | 54 | 47 | 61 | 54 | 47 | 61 |
Bars Traded | 7025 | 2554 | 4471 | 7025 | 2554 | 4471 |
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 | 327032 | -158636 | -558254 | -191076 | -267879 | -749742 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 111, "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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