Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1859543.3817 | 1779657.6123 | 79885.7694 | 1442947.9356 | 85557.7866 | 1357390.149 |
Total P&L (%) | 1859.5434 | 1779.6576 | 79.8858 | 1442.9479 | 85.5578 | 1357.3901 |
Avg Daily Profit (%) | 0.9987 | 0.9558 | 0.0429 | 0.1471 | 0.0332 | 0.144 |
Buy And Hold Return (%) | 56.674 | 56.674 | 56.674 | 56.674 | 56.674 | 56.674 |
Max Trade Drawdown | -99929 | -98195 | -41528 | -3353437 | -3593815 | -1169107 |
Profit Factor | 5.4937 | 8.9822 | 1.4186 | 1.1366 | 1.0139 | 1.3084 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 32.7869 | 32.2581 | 33.3333 | 32.7869 | 32.2581 | 33.3333 |
Ratio Avg Win / Avg Loss | 11.262 | 18.8625 | 2.8371 | 2.3301 | 2.1292 | 2.6168 |
Largest Winning Trade | 1630642 | 1630642 | 63562 | 2546407 | 2546407 | 1328444 |
Largest Losing Trade | -34867 | -31521 | -34867 | -1543402 | -1543402 | -1169107 |
Avg Bars in Trades | 115 | 101 | 129 | 115 | 101 | 129 |
Avg Bars in Winners | 235 | 206 | 265 | 235 | 206 | 265 |
Avg Bars in Losers | 56 | 51 | 61 | 56 | 51 | 61 |
Bars Traded | 7033 | 3147 | 3886 | 7033 | 3147 | 3886 |
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 | -151476 | 536035 | -178568 | -238392 | -369764 | -5680 |
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{ "first_band": { "type": "wma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 42, "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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