Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105456.5751 | 64181.5014 | 41275.0737 | 115266.6441 | 72484.3174 | 42782.3266 |
Total P&L (%) | 105.4566 | 64.1815 | 41.2751 | 115.2666 | 72.4843 | 42.7823 |
Avg Daily Profit (%) | 0.4049 | 0.2465 | 0.1585 | 0.2948 | 0.2095 | 0.1369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44605 | -40793 | -34396 | -75017 | -60072 | -52021 |
Profit Factor | 1.2633 | 1.3206 | 1.2061 | 1.1875 | 1.2382 | 1.1378 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 168 | 83 | 85 | 168 | 83 | 85 |
Losing Trades | 144 | 73 | 71 | 144 | 73 | 71 |
Profitability (%) | 53.8462 | 53.2051 | 54.4872 | 53.8462 | 53.2051 | 54.4872 |
Ratio Avg Win / Avg Loss | 1.0829 | 1.1615 | 1.0074 | 1.0179 | 1.089 | 0.9504 |
Largest Winning Trade | 17409 | 17409 | 15864 | 24575 | 24575 | 23571 |
Largest Losing Trade | -13304 | -13304 | -12622 | -22827 | -22827 | -20922 |
Avg Bars in Trades | 78 | 79 | 78 | 78 | 79 | 78 |
Avg Bars in Winners | 68 | 68 | 68 | 68 | 68 | 68 |
Avg Bars in Losers | 90 | 91 | 89 | 90 | 91 | 89 |
Bars Traded | 24528 | 12357 | 12172 | 24528 | 12357 | 12172 |
Profit Streak | 6.5679 | 8.2346 | 6.5679 | 6.5679 | 8.2346 | 6.5679 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421999 | 317321 | 208802 | -3334 | 301794 | -81744 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 205, "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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