Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592171.3855 | 450542.1355 | 141629.2499 | 562442.0135 | 115092.3977 | 447349.6158 |
Total P&L (%) | 592.1714 | 450.5421 | 141.6293 | 562.442 | 115.0924 | 447.3496 |
Avg Daily Profit (%) | 0.3115 | 0.237 | 0.0745 | 0.0995 | 0.0403 | 0.0894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193854 | -66395 | -175172 | -521315 | -556942 | -417662 |
Profit Factor | 1.8628 | 2.2172 | 1.4479 | 1.2047 | 1.0647 | 1.4616 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 41.573 | 37.7778 | 45.4545 | 41.573 | 37.7778 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.618 | 3.6519 | 1.7375 | 1.693 | 1.7536 | 1.7539 |
Largest Winning Trade | 206360 | 206360 | 66222 | 405529 | 405529 | 259893 |
Largest Losing Trade | -62132 | -37177 | -62132 | -358083 | -358083 | -143865 |
Avg Bars in Trades | 124 | 94 | 154 | 124 | 94 | 154 |
Avg Bars in Winners | 205 | 152 | 250 | 205 | 152 | 250 |
Avg Bars in Losers | 66 | 59 | 74 | 66 | 59 | 74 |
Bars Traded | 11074 | 4273 | 6801 | 11074 | 4273 | 6801 |
Profit Streak | 0 | 0 | 580.7329 | 0 | 0 | 580.7329 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341501 | 268897 | -92138 | -62158 | -292020 | -72111 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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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