Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390516.825 | 353933.3724 | 36583.4526 | -69386.5564 | 12075.7711 | -81462.3276 |
Total P&L (%) | 390.5168 | 353.9334 | 36.5835 | -69.3866 | 12.0758 | -81.4623 |
Avg Daily Profit (%) | 0.1798 | 0.163 | 0.0168 | -0.0545 | 0.0053 | -0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220391 | -183367 | -92593 | -770992 | -542650 | -319981 |
Profit Factor | 1.4658 | 1.814 | 1.0907 | 0.963 | 1.0125 | 0.91 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 50.4425 | 50 | 50.8772 | 50.4425 | 50 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.4401 | 1.814 | 1.0531 | 0.9461 | 1.0125 | 0.8787 |
Largest Winning Trade | 260589 | 260589 | 42052 | 150243 | 150243 | 131642 |
Largest Losing Trade | -83005 | -53868 | -83005 | -181859 | -181859 | -130225 |
Avg Bars in Trades | 55 | 83 | 27 | 55 | 83 | 27 |
Avg Bars in Winners | 66 | 100 | 34 | 66 | 100 | 34 |
Avg Bars in Losers | 43 | 66 | 20 | 43 | 66 | 20 |
Bars Traded | 6266 | 4679 | 1587 | 6266 | 4679 | 1587 |
Profit Streak | 20.4816 | 0 | 43.8149 | 20.4816 | 0 | 43.8149 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340459 | -169309 | -472781 | -579866 | -673882 | -759888 |
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{ "first_band": { "type": "wma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 158, "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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