Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410690.7801 | 349180.131 | 61510.6491 | 1821907.8891 | 2097995.9278 | -276088.0387 |
Total P&L (%) | 410.6908 | 349.1801 | 61.5106 | 1821.9079 | 2097.9959 | -276.088 |
Avg Daily Profit (%) | 0.4693 | 0.399 | 0.0703 | 0.3383 | 0.3537 | 0 |
Buy And Hold Return (%) | 244.5577 | 244.5577 | 244.5577 | 244.5577 | 244.5577 | 244.5577 |
Max Trade Drawdown | -81399 | -26437 | -128599 | -717870 | -293007 | -966783 |
Profit Factor | 2.0615 | 4.1757 | 1.2221 | 1.553 | 3.6743 | 0.89 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Losing Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Profitability (%) | 68.3673 | 77.551 | 59.1837 | 68.3673 | 77.551 | 59.1837 |
Ratio Avg Win / Avg Loss | 0.9538 | 1.2088 | 0.8428 | 0.7185 | 1.0636 | 0.6138 |
Largest Winning Trade | 41839 | 41839 | 34681 | 366998 | 301192 | 366998 |
Largest Losing Trade | -33605 | -17391 | -33605 | -641995 | -293007 | -641995 |
Avg Bars in Trades | 49 | 46 | 53 | 49 | 46 | 53 |
Avg Bars in Winners | 43 | 33 | 56 | 43 | 33 | 56 |
Avg Bars in Losers | 62 | 87 | 48 | 62 | 87 | 48 |
Bars Traded | 4874 | 2256 | 2618 | 4874 | 2256 | 2618 |
Profit Streak | 11.6281 | 55.2948 | 11.6281 | 11.6281 | 55.2948 | 11.6281 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 217646 | -13052 | -265014 | 474905 | 694541 | -578861 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 133, "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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