Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979223.9488 | 865283.2508 | 113940.698 | 11390460.0476 | 12957383.0185 | -1566922.9709 |
Total P&L (%) | 979.2239 | 865.2833 | 113.9407 | 11390.46 | 12957.383 | -1566.923 |
Avg Daily Profit (%) | 0.3916 | 0.346 | 0.0456 | 0.1899 | 0.195 | 0 |
Buy And Hold Return (%) | 759.7616 | 759.7616 | 759.7616 | 759.7616 | 759.7616 | 759.7616 |
Max Trade Drawdown | -171861 | -126357 | -60971 | -5038797 | -3738584 | -5583176 |
Profit Factor | 2.7774 | 3.3939 | 1.6014 | 1.6398 | 2.3422 | 0.8077 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 44.9541 | 44.4444 | 45.4545 | 44.9541 | 44.4444 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.4009 | 4.2424 | 1.9216 | 2.0079 | 2.9277 | 0.9693 |
Largest Winning Trade | 273643 | 273643 | 56572 | 9641500 | 9641500 | 1508191 |
Largest Losing Trade | -48390 | -48390 | -33399 | -4397052 | -1420971 | -4397052 |
Avg Bars in Trades | 43 | 58 | 27 | 43 | 58 | 27 |
Avg Bars in Winners | 53 | 66 | 41 | 53 | 66 | 41 |
Avg Bars in Losers | 34 | 52 | 16 | 34 | 52 | 16 |
Bars Traded | 4712 | 3177 | 1535 | 4712 | 3177 | 1535 |
Profit Streak | 110.496 | 132.496 | 110.496 | 110.496 | 132.496 | 110.496 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61649 | -288439 | -475780 | 372311 | -169191 | -761760 |
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{ "first_band": { "type": "wma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "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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