Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151115.456 | 924118.0337 | 226997.4223 | 62052237.5581 | 40486141.7927 | 21566095.7654 |
Total P&L (%) | 1151.1155 | 924.118 | 226.9974 | 62052.2376 | 40486.1418 | 21566.0958 |
Avg Daily Profit (%) | 0.4604 | 0.3696 | 0.0908 | 0.2576 | 0.2405 | 0.2153 |
Buy And Hold Return (%) | 458.8384 | 458.8384 | 458.8384 | 458.8384 | 458.8384 | 458.8384 |
Max Trade Drawdown | -117211 | -43363 | -103651 | -61873653 | -18421216 | -63153233 |
Profit Factor | 3.3365 | 4.7846 | 1.9135 | 1.3302 | 1.4148 | 1.2388 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 64.6465 | 70 | 59.1837 | 64.6465 | 70 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.8247 | 2.0506 | 1.3197 | 0.7275 | 0.6063 | 0.8544 |
Largest Winning Trade | 348634 | 348634 | 59194 | 28507002 | 28507002 | 18157824 |
Largest Losing Trade | -48472 | -40952 | -48472 | -36663055 | -17464956 | -36663055 |
Avg Bars in Trades | 97 | 80 | 114 | 97 | 80 | 114 |
Avg Bars in Winners | 105 | 78 | 137 | 105 | 78 | 137 |
Avg Bars in Losers | 82 | 84 | 81 | 82 | 84 | 81 |
Bars Traded | 9626 | 4003 | 5623 | 9626 | 4003 | 5623 |
Profit Streak | 26.4898 | 55.4898 | 26.4898 | 26.4898 | 55.4898 | 26.4898 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601970 | -166151 | -233192 | 387301 | -168978 | 289456 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 76, "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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