Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387699.6329 | 279736.8315 | 107962.8014 | 198965.7522 | 150479.6421 | 48486.1101 |
Total P&L (%) | 387.6996 | 279.7368 | 107.9628 | 198.9658 | 150.4796 | 48.4861 |
Avg Daily Profit (%) | 0.2009 | 0.1449 | 0.0559 | 0.0568 | 0.0476 | 0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186670 | -194865 | -61619 | -490169 | -431562 | -250253 |
Profit Factor | 1.4457 | 1.5512 | 1.2979 | 1.1037 | 1.1408 | 1.057 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Profitability (%) | 47.9532 | 50.5882 | 45.3488 | 47.9532 | 50.5882 | 45.3488 |
Ratio Avg Win / Avg Loss | 1.5691 | 1.5151 | 1.5642 | 1.1979 | 1.1142 | 1.2739 |
Largest Winning Trade | 109629 | 109629 | 38000 | 128455 | 100684 | 128455 |
Largest Losing Trade | -48794 | -48794 | -36039 | -194567 | -194567 | -154970 |
Avg Bars in Trades | 41 | 55 | 27 | 41 | 55 | 27 |
Avg Bars in Winners | 45 | 50 | 39 | 45 | 50 | 39 |
Avg Bars in Losers | 37 | 60 | 17 | 37 | 60 | 17 |
Bars Traded | 7093 | 4725 | 2368 | 7093 | 4725 | 2368 |
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 | 353277 | 104534 | -118903 | -223507 | -195289 | -326598 |
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{ "first_band": { "type": "wma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 99, "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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