Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002935.7331 | 804791.3091 | 198144.4241 | 4555573.9704 | 1314766.848 | 3240807.1224 |
Total P&L (%) | 1002.9357 | 804.7913 | 198.1444 | 4555.574 | 1314.7668 | 3240.8071 |
Avg Daily Profit (%) | 0.5325 | 0.4273 | 0.1052 | 0.2041 | 0.1408 | 0.1865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142797 | -103627 | -110462 | -4487138 | -3422097 | -1631435 |
Profit Factor | 1.9711 | 2.5555 | 1.3845 | 1.2368 | 1.1168 | 1.4063 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 49.4737 | 46.3158 | 52.6316 | 49.4737 | 46.3158 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.0131 | 2.9621 | 1.246 | 1.2631 | 1.2944 | 1.2656 |
Largest Winning Trade | 284502 | 284502 | 48139 | 2415354 | 2415354 | 887753 |
Largest Losing Trade | -60756 | -47604 | -60756 | -1237334 | -1237334 | -849001 |
Avg Bars in Trades | 57 | 76 | 39 | 57 | 76 | 39 |
Avg Bars in Winners | 71 | 100 | 46 | 71 | 100 | 46 |
Avg Bars in Losers | 44 | 55 | 31 | 44 | 55 | 31 |
Bars Traded | 11005 | 7243 | 3762 | 11005 | 7243 | 3762 |
Profit Streak | 20.7346 | 20.7346 | 45.2346 | 20.7346 | 20.7346 | 45.2346 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592973 | 492197 | -51343 | 346252 | -97960 | 333064 |
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{ "first_band": { "type": "wma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 161, "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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