Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91248.1749 | 47431.9503 | 43816.2246 | 87283.2191 | 29253.3652 | 58029.8539 |
Total P&L (%) | 91.2482 | 47.432 | 43.8162 | 87.2832 | 29.2534 | 58.0299 |
Avg Daily Profit (%) | 0.3504 | 0.1821 | 0.1683 | 0.2412 | 0.0986 | 0.1759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58334 | -37646 | -40802 | -142227 | -95069 | -90217 |
Profit Factor | 1.242 | 1.2312 | 1.2548 | 1.1075 | 1.0667 | 1.1554 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 51.8797 | 50.3759 | 53.3835 | 51.8797 | 50.3759 | 53.3835 |
Ratio Avg Win / Avg Loss | 1.152 | 1.2129 | 1.0957 | 1.0272 | 1.0508 | 1.009 |
Largest Winning Trade | 27241 | 27241 | 13956 | 27813 | 27813 | 27343 |
Largest Losing Trade | -12793 | -12702 | -12793 | -29486 | -28481 | -29486 |
Avg Bars in Trades | 92 | 94 | 90 | 92 | 94 | 90 |
Avg Bars in Winners | 84 | 88 | 81 | 84 | 88 | 81 |
Avg Bars in Losers | 101 | 100 | 101 | 101 | 100 | 101 |
Bars Traded | 24609 | 12539 | 12070 | 24609 | 12539 | 12070 |
Profit Streak | 3.3791 | 4.2854 | 3.3791 | 3.3791 | 4.2854 | 3.3791 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307368 | 163120 | 119665 | -94427 | -212767 | -44887 |
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{ "first_band": { "type": "midprice", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 174, "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) |
---|