Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284986.0195 | 305107.7213 | -20121.7018 | 156064.1465 | 912917.3534 | -756853.2069 |
Total P&L (%) | 284.986 | 305.1077 | -20.1217 | 156.0641 | 912.9174 | -756.8532 |
Avg Daily Profit (%) | 0.3256 | 0.3486 | -0.023 | 0.1075 | 0.2649 | 0 |
Buy And Hold Return (%) | 261.4392 | 261.4392 | 261.4392 | 261.4392 | 261.4392 | 261.4392 |
Max Trade Drawdown | -82970 | -44355 | -140678 | -825460 | -382351 | -1409305 |
Profit Factor | 1.8987 | 4.6399 | 0.9137 | 1.0599 | 2.4611 | 0.6179 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 73.4375 | 75 | 71.875 | 73.4375 | 75 | 71.875 |
Ratio Avg Win / Avg Loss | 0.6868 | 1.5466 | 0.3576 | 0.3834 | 0.8204 | 0.2418 |
Largest Winning Trade | 66835 | 66835 | 50757 | 309861 | 150923 | 309861 |
Largest Losing Trade | -79949 | -26132 | -79949 | -795655 | -252160 | -795655 |
Avg Bars in Trades | 69 | 69 | 70 | 69 | 69 | 70 |
Avg Bars in Winners | 58 | 51 | 65 | 58 | 51 | 65 |
Avg Bars in Losers | 101 | 124 | 81 | 101 | 124 | 81 |
Bars Traded | 4477 | 2232 | 2245 | 4477 | 2232 | 2245 |
Profit Streak | 49.1162 | 0 | 76.2829 | 49.1162 | 0 | 76.2829 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -268133 | -94181 | -577010 | -511469 | 397420 | -577010 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 107, "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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