Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465521.0209 | 291725.3749 | 173795.646 | 1057193.5189 | 1340245.6178 | -283052.0989 |
Total P&L (%) | 465.521 | 291.7254 | 173.7956 | 1057.1935 | 1340.2456 | -283.0521 |
Avg Daily Profit (%) | 0.3407 | 0.2135 | 0.1272 | 0.1794 | 0.1954 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118631 | -75225 | -65011 | -2615373 | -1078227 | -1537146 |
Profit Factor | 1.6011 | 1.891 | 1.3888 | 1.184 | 1.5794 | 0.9176 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 60.452 | 59.5506 | 61.3636 | 60.452 | 59.5506 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.0475 | 1.2844 | 0.8744 | 0.7746 | 1.0728 | 0.5777 |
Largest Winning Trade | 46374 | 46374 | 46057 | 598351 | 574731 | 598351 |
Largest Losing Trade | -51435 | -24882 | -51435 | -1045016 | -640852 | -1045016 |
Avg Bars in Trades | 44 | 31 | 57 | 44 | 31 | 57 |
Avg Bars in Winners | 37 | 21 | 53 | 37 | 21 | 53 |
Avg Bars in Losers | 53 | 45 | 62 | 53 | 45 | 62 |
Bars Traded | 7791 | 2773 | 5018 | 7791 | 2773 | 5018 |
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 | 468911 | 400937 | -22795 | -9665 | 385632 | -579346 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 105, "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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