Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2406328.0941 | 2344087.68 | 62240.4141 | 654289.2892 | 1625034.1904 | -970744.9011 |
Total P&L (%) | 2406.3281 | 2344.0877 | 62.2404 | 654.2893 | 1625.0342 | -970.7449 |
Avg Daily Profit (%) | 1.0362 | 1.0094 | 0.0268 | 0.087 | 0.1227 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206236 | -109153 | -153317 | -3398444 | -1939925 | -1997610 |
Profit Factor | 3.8007 | 5.85 | 1.1656 | 1.0717 | 1.3156 | 0.7559 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 35.0515 | 28.5714 | 41.6667 | 35.0515 | 28.5714 | 41.6667 |
Ratio Avg Win / Avg Loss | 7.0425 | 14.625 | 1.6318 | 1.9858 | 3.289 | 1.0582 |
Largest Winning Trade | 2016841 | 2016841 | 79412 | 3518963 | 3518963 | 701423 |
Largest Losing Trade | -54042 | -54042 | -29288 | -932911 | -932911 | -641408 |
Avg Bars in Trades | 92 | 79 | 105 | 92 | 79 | 105 |
Avg Bars in Winners | 192 | 193 | 192 | 192 | 193 | 192 |
Avg Bars in Losers | 37 | 34 | 42 | 37 | 34 | 42 |
Bars Traded | 8948 | 3907 | 5041 | 8948 | 3907 | 5041 |
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 | 530338 | 270375 | -198005 | -222425 | -41744 | -582263 |
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{ "first_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 22, "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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