Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628349.2739 | 526552.0885 | 101797.1853 | 1210738.3715 | 844998.8265 | 365739.545 |
Total P&L (%) | 628.3493 | 526.5521 | 101.7972 | 1210.7384 | 844.9988 | 365.7395 |
Avg Daily Profit (%) | 0.2512 | 0.2105 | 0.0407 | 0.1029 | 0.0898 | 0.0615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120980 | -99858 | -109154 | -1368852 | -1136957 | -735209 |
Profit Factor | 1.3772 | 1.5967 | 1.1299 | 1.0966 | 1.1218 | 1.0653 |
Total Trades | 453 | 227 | 226 | 453 | 227 | 226 |
Winning Trades | 211 | 99 | 112 | 211 | 99 | 112 |
Losing Trades | 242 | 128 | 114 | 242 | 128 | 114 |
Profitability (%) | 46.5784 | 43.6123 | 49.5575 | 46.5784 | 43.6123 | 49.5575 |
Ratio Avg Win / Avg Loss | 1.5795 | 2.0645 | 1.1501 | 1.2577 | 1.4504 | 1.0844 |
Largest Winning Trade | 137787 | 137787 | 47311 | 1072841 | 1072841 | 269372 |
Largest Losing Trade | -34301 | -23956 | -34301 | -501962 | -382073 | -501962 |
Avg Bars in Trades | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Winners | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Losers | 14 | 12 | 17 | 14 | 12 | 17 |
Bars Traded | 7357 | 3339 | 4018 | 7357 | 3339 | 4018 |
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 | 412440 | 344233 | -215422 | -168140 | -160769 | -258699 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 20, "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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