Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505633.318 | 428352.5666 | 77280.7514 | 323150.105 | 332176.6707 | -9026.5657 |
Total P&L (%) | 505.6333 | 428.3526 | 77.2808 | 323.1501 | 332.1767 | -9.0266 |
Avg Daily Profit (%) | 0.2023 | 0.1714 | 0.0309 | 0.0577 | 0.0586 | -0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108653 | -112754 | -109333 | -345722 | -383312 | -273294 |
Profit Factor | 1.3924 | 1.6897 | 1.1158 | 1.1115 | 1.2223 | 0.9936 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Losing Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Profitability (%) | 51.4754 | 51.634 | 51.3158 | 51.4754 | 51.634 | 51.3158 |
Ratio Avg Win / Avg Loss | 1.3126 | 1.5828 | 1.0585 | 1.0478 | 1.145 | 0.9426 |
Largest Winning Trade | 125241 | 125241 | 55223 | 133893 | 133893 | 106814 |
Largest Losing Trade | -56386 | -32959 | -56386 | -179392 | -128707 | -179392 |
Avg Bars in Trades | 48 | 42 | 54 | 48 | 42 | 54 |
Avg Bars in Winners | 56 | 45 | 67 | 56 | 45 | 67 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 14805 | 6553 | 8253 | 14805 | 6553 | 8253 |
Profit Streak | 0 | 0 | 12.8425 | 0 | 0 | 12.8425 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377719 | 397298 | -243747 | -211874 | -114628 | -579755 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 45, "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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