Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121924.2396 | 78755.3251 | 43168.9146 | 124513.3026 | 118787.9661 | 5725.3365 |
Total P&L (%) | 121.9242 | 78.7553 | 43.1689 | 124.5133 | 118.788 | 5.7253 |
Avg Daily Profit (%) | 0.4578 | 0.2957 | 0.1621 | 0.3042 | 0.2944 | 0.0209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43782 | -29559 | -56155 | -94550 | -33945 | -120728 |
Profit Factor | 1.4495 | 1.6327 | 1.2941 | 1.3067 | 1.6577 | 1.0254 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 44.3396 | 43.3962 | 45.283 | 44.3396 | 43.3962 | 45.283 |
Ratio Avg Win / Avg Loss | 1.8196 | 2.1296 | 1.5638 | 1.6403 | 2.1622 | 1.239 |
Largest Winning Trade | 40444 | 40444 | 23852 | 72191 | 72191 | 34917 |
Largest Losing Trade | -18045 | -11006 | -18045 | -40065 | -19310 | -40065 |
Avg Bars in Trades | 117 | 116 | 118 | 117 | 116 | 118 |
Avg Bars in Winners | 173 | 167 | 178 | 173 | 167 | 178 |
Avg Bars in Losers | 73 | 78 | 69 | 73 | 78 | 69 |
Bars Traded | 12495 | 6199 | 6296 | 12495 | 6199 | 6296 |
Profit Streak | 267.7493 | 0 | 279.8118 | 267.7493 | 0 | 279.8118 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332147 | -172469 | -175781 | 253446 | -172432 | -705584 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 52, "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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