Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741814.4987 | 669220.6848 | 72593.814 | 356772.6691 | 301192.1602 | 55580.5089 |
Total P&L (%) | 741.8145 | 669.2207 | 72.5938 | 356.7727 | 301.1922 | 55.5805 |
Avg Daily Profit (%) | 0.3751 | 0.3384 | 0.0367 | 0.0768 | 0.0703 | 0.0224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118246 | -97518 | -68148 | -1215165 | -942235 | -582915 |
Profit Factor | 2.1543 | 2.9061 | 1.249 | 1.1026 | 1.1515 | 1.0373 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 55 | 56 | 54 | 55 | 56 | 54 |
Ratio Avg Win / Avg Loss | 1.7626 | 2.2833 | 1.0639 | 0.9021 | 0.9047 | 0.8836 |
Largest Winning Trade | 546083 | 546083 | 35321 | 486530 | 486530 | 171581 |
Largest Losing Trade | -57859 | -57859 | -41153 | -621028 | -621028 | -441634 |
Avg Bars in Trades | 37 | 52 | 21 | 37 | 52 | 21 |
Avg Bars in Winners | 42 | 57 | 26 | 42 | 57 | 26 |
Avg Bars in Losers | 30 | 46 | 15 | 30 | 46 | 15 |
Bars Traded | 3711 | 2634 | 1078 | 3711 | 2634 | 1078 |
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 | 523687 | -164508 | -323346 | -198822 | -333943 | -524401 |
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{ "first_band": { "type": "wma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 85, "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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