Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663998.9521 | 545458.2602 | 118540.6919 | 459718.4735 | 1394431.751 | -934713.2775 |
Total P&L (%) | 663.999 | 545.4583 | 118.5407 | 459.7185 | 1394.4318 | -934.7133 |
Avg Daily Profit (%) | 0.2796 | 0.2297 | 0.0499 | 0.0725 | 0.1139 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161080 | -109817 | -199538 | -1848888 | -1237546 | -1951708 |
Profit Factor | 1.3778 | 1.6116 | 1.137 | 1.0349 | 1.2033 | 0.8517 |
Total Trades | 387 | 194 | 193 | 387 | 194 | 193 |
Winning Trades | 167 | 74 | 93 | 167 | 74 | 93 |
Losing Trades | 220 | 120 | 100 | 220 | 120 | 100 |
Profitability (%) | 43.1525 | 38.1443 | 48.1865 | 43.1525 | 38.1443 | 48.1865 |
Ratio Avg Win / Avg Loss | 1.8151 | 2.6134 | 1.2225 | 1.3634 | 1.9512 | 0.9158 |
Largest Winning Trade | 154440 | 154440 | 62393 | 791341 | 791341 | 245148 |
Largest Losing Trade | -50106 | -30364 | -50106 | -905217 | -603810 | -905217 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 48 | 44 | 51 | 48 | 44 | 51 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 14126 | 6428 | 7698 | 14126 | 6428 | 7698 |
Profit Streak | 0 | 0 | 5.9818 | 0 | 0 | 5.9818 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350956 | 258902 | -195676 | -278827 | -44016 | -580330 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 25, "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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