Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212985.4593 | 173488.6259 | 39496.8334 | 280174.4583 | 283658.1596 | -3483.7012 |
Total P&L (%) | 212.9855 | 173.4886 | 39.4968 | 280.1745 | 283.6582 | -3.4837 |
Avg Daily Profit (%) | 0.4089 | 0.3331 | 0.0758 | 0.2567 | 0.2585 | -0.0068 |
Buy And Hold Return (%) | 75.7021 | 75.7021 | 75.7021 | 75.7021 | 75.7021 | 75.7021 |
Max Trade Drawdown | -65346 | -57451 | -57530 | -197099 | -150668 | -109121 |
Profit Factor | 1.2332 | 1.3996 | 1.0824 | 1.143 | 1.2973 | 0.9965 |
Total Trades | 632 | 316 | 316 | 632 | 316 | 316 |
Winning Trades | 318 | 165 | 153 | 318 | 165 | 153 |
Losing Trades | 314 | 151 | 163 | 314 | 151 | 163 |
Profitability (%) | 50.3165 | 52.2152 | 48.4177 | 50.3165 | 52.2152 | 48.4177 |
Ratio Avg Win / Avg Loss | 1.2177 | 1.2809 | 1.1532 | 1.1286 | 1.1872 | 1.0617 |
Largest Winning Trade | 41455 | 41455 | 29888 | 83643 | 83643 | 55846 |
Largest Losing Trade | -19784 | -14612 | -19784 | -54125 | -54125 | -50642 |
Avg Bars in Trades | 39 | 39 | 38 | 39 | 39 | 38 |
Avg Bars in Winners | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Losers | 40 | 42 | 37 | 40 | 42 | 37 |
Bars Traded | 24727 | 12454 | 12273 | 24727 | 12454 | 12273 |
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 | 308867 | 191613 | -387406 | -54824 | 236042 | -579198 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 64, "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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