Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1123650.8579 | 1059467.1265 | 64183.7314 | 1290762.4315 | 2032815.2249 | -742052.7934 |
Total P&L (%) | 1123.6509 | 1059.4671 | 64.1837 | 1290.7624 | 2032.8152 | -742.0528 |
Avg Daily Profit (%) | 0.5394 | 0.5086 | 0.0308 | 0.1264 | 0.147 | 0 |
Buy And Hold Return (%) | 40.6832 | 40.6832 | 40.6832 | 40.6832 | 40.6832 | 40.6832 |
Max Trade Drawdown | -168613 | -169906 | -154004 | -4258507 | -2765764 | -2526048 |
Profit Factor | 2.3367 | 3.3867 | 1.1618 | 1.0893 | 1.2427 | 0.8779 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 40.7407 | 35.1852 | 46.2963 | 40.7407 | 35.1852 | 46.2963 |
Ratio Avg Win / Avg Loss | 3.3988 | 6.2386 | 1.3477 | 1.5844 | 2.2892 | 1.0184 |
Largest Winning Trade | 389146 | 389146 | 81056 | 2845913 | 2845913 | 695273 |
Largest Losing Trade | -52156 | -50209 | -52156 | -2140100 | -2140100 | -1137514 |
Avg Bars in Trades | 226 | 222 | 230 | 226 | 222 | 230 |
Avg Bars in Winners | 362 | 396 | 336 | 362 | 396 | 336 |
Avg Bars in Losers | 133 | 128 | 139 | 133 | 128 | 139 |
Bars Traded | 24467 | 12023 | 12444 | 24467 | 12023 | 12444 |
Profit Streak | 0 | 0 | 42.5498 | 0 | 0 | 42.5498 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434695 | -168942 | -384494 | -148289 | -181637 | -759619 |
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{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 205 } }, "second_band": { "type": "midpoint", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 205 } }, "second_band": { "type": "midpoint", "factors": { "length": 204, "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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