Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422576.3615 | 329806.0239 | 92770.3376 | 638176.9519 | 411295.2728 | 226881.6791 |
Total P&L (%) | 422.5764 | 329.806 | 92.7703 | 638.177 | 411.2953 | 226.8817 |
Avg Daily Profit (%) | 0.2268 | 0.177 | 0.0498 | 0.1074 | 0.0876 | 0.0636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117779 | -66748 | -116611 | -754522 | -497829 | -499817 |
Profit Factor | 1.7974 | 2.3578 | 1.3232 | 1.2403 | 1.3166 | 1.1673 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 57.732 | 54.1667 | 61.2245 | 57.732 | 54.1667 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.316 | 1.9951 | 0.838 | 0.9081 | 1.114 | 0.7393 |
Largest Winning Trade | 93087 | 93087 | 56808 | 523605 | 523605 | 326037 |
Largest Losing Trade | -56291 | -40298 | -56291 | -295376 | -268572 | -295376 |
Avg Bars in Trades | 112 | 85 | 138 | 112 | 85 | 138 |
Avg Bars in Winners | 126 | 82 | 163 | 126 | 82 | 163 |
Avg Bars in Losers | 93 | 89 | 98 | 93 | 89 | 98 |
Bars Traded | 10907 | 4121 | 6786 | 10907 | 4121 | 6786 |
Profit Streak | 14.1114 | 27.6114 | 14.1114 | 14.1114 | 27.6114 | 14.1114 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449460 | 471069 | -125699 | -48843 | -74604 | -144075 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "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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