Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601271.7418 | 364955.4029 | 236316.339 | 4647842.3073 | 4617939.2126 | 29903.0946 |
Total P&L (%) | 601.2717 | 364.9554 | 236.3163 | 4647.8423 | 4617.9392 | 29.9031 |
Avg Daily Profit (%) | 0.3559 | 0.216 | 0.1399 | 0.2288 | 0.2284 | 0.0155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69202 | -86322 | -65857 | -5485178 | -1139840 | -5174826 |
Profit Factor | 1.9073 | 2.0901 | 1.7207 | 1.3349 | 1.855 | 1.0035 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
Profitability (%) | 37.7273 | 32.7273 | 42.7273 | 37.7273 | 32.7273 | 42.7273 |
Ratio Avg Win / Avg Loss | 3.1482 | 4.2963 | 2.3064 | 2.2034 | 3.8131 | 1.3452 |
Largest Winning Trade | 112007 | 112007 | 53239 | 2261746 | 2261746 | 1744399 |
Largest Losing Trade | -23268 | -16349 | -23268 | -1439735 | -535344 | -1439735 |
Avg Bars in Trades | 45 | 40 | 51 | 45 | 40 | 51 |
Avg Bars in Winners | 83 | 79 | 85 | 83 | 79 | 85 |
Avg Bars in Losers | 22 | 21 | 25 | 22 | 21 | 25 |
Bars Traded | 10040 | 4429 | 5611 | 10040 | 4429 | 5611 |
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 | 337337 | 171128 | -6117 | 218537 | 173602 | -395012 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 12, "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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