Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053809.717 | 888156.7993 | 165652.9177 | 12472245.9502 | 5280747.796 | 7191498.1541 |
Total P&L (%) | 1053.8097 | 888.1568 | 165.6529 | 12472.246 | 5280.7478 | 7191.4982 |
Avg Daily Profit (%) | 0.5058 | 0.4263 | 0.0795 | 0.2323 | 0.1915 | 0.2061 |
Buy And Hold Return (%) | 178.1593 | 178.1593 | 178.1593 | 178.1593 | 178.1593 | 178.1593 |
Max Trade Drawdown | -75427 | -61142 | -95676 | -8132685 | -7218549 | -4645922 |
Profit Factor | 3.2663 | 4.9608 | 1.688 | 1.3955 | 1.2991 | 1.518 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 50 | 46.8085 | 53.1915 | 50 | 46.8085 | 53.1915 |
Ratio Avg Win / Avg Loss | 3.2663 | 5.6373 | 1.4855 | 1.3955 | 1.4763 | 1.3359 |
Largest Winning Trade | 432513 | 432513 | 46413 | 6505242 | 6505242 | 4295709 |
Largest Losing Trade | -51431 | -22443 | -51431 | -3241639 | -2509487 | -3241639 |
Avg Bars in Trades | 260 | 239 | 281 | 260 | 239 | 281 |
Avg Bars in Winners | 388 | 392 | 385 | 388 | 392 | 385 |
Avg Bars in Losers | 131 | 103 | 162 | 131 | 103 | 162 |
Bars Traded | 24445 | 11233 | 13212 | 24445 | 11233 | 13212 |
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 | 591225 | 548344 | -249983 | 332345 | 247798 | 360037 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 139, "offset": 168 } }, "second_band": { "type": "wma", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 139, "offset": 168 } }, "second_band": { "type": "wma", "factors": { "length": 162, "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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