Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2546105.5854 | 2504291.9784 | 41813.607 | 28816288.9267 | 20271683.8105 | 8544605.1163 |
Total P&L (%) | 2546.1056 | 2504.292 | 41.8136 | 28816.2889 | 20271.6838 | 8544.6051 |
Avg Daily Profit (%) | 1.1219 | 1.1035 | 0.0184 | 0.25 | 0.2345 | 0.1967 |
Buy And Hold Return (%) | 10937.7825 | 10937.7825 | 10937.7825 | 10937.7825 | 10937.7825 | 10937.7825 |
Max Trade Drawdown | -126023 | -109593 | -71858 | -9209273 | -8074167 | -3919704 |
Profit Factor | 6.3686 | 10.9716 | 1.1874 | 2.2236 | 2.5819 | 1.7959 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 48.4211 | 53.1915 | 43.75 | 48.4211 | 53.1915 | 43.75 |
Ratio Avg Win / Avg Loss | 6.7839 | 9.655 | 1.5267 | 2.3686 | 2.272 | 2.3091 |
Largest Winning Trade | 1733848 | 1733848 | 28094 | 10132086 | 10132086 | 4077084 |
Largest Losing Trade | -70629 | -70629 | -43500 | -7026534 | -7026534 | -3163571 |
Avg Bars in Trades | 91 | 147 | 36 | 91 | 147 | 36 |
Avg Bars in Winners | 113 | 160 | 57 | 113 | 160 | 57 |
Avg Bars in Losers | 70 | 132 | 20 | 70 | 132 | 20 |
Bars Traded | 8710 | 6937 | 1773 | 8710 | 6937 | 1773 |
Profit Streak | 0 | 26.9259 | 0 | 0 | 26.9259 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144164 | -142784 | -349629 | 320408 | 231323 | -156703 |
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{ "first_band": { "type": "wma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "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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