Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067563.0948 | 1041272.8458 | 26290.249 | -99152.0596 | -66785.2632 | -32366.7964 |
Total P&L (%) | 1067.5631 | 1041.2728 | 26.2902 | -99.1521 | -66.7853 | -32.3668 |
Avg Daily Profit (%) | 0.4519 | 0.4408 | 0.0111 | -0.2017 | -0.0466 | -0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193194 | -82424 | -174448 | -124647 | -54486 | -70589 |
Profit Factor | 2.4734 | 4.0471 | 1.0687 | 0.3284 | 0.0885 | 0.5648 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 47.2527 | 43.4783 | 51.1111 | 47.2527 | 43.4783 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.761 | 5.2613 | 1.0222 | 0.3666 | 0.1151 | 0.5402 |
Largest Winning Trade | 1073951 | 1073951 | 65527 | 37018 | 3520 | 37018 |
Largest Losing Trade | -99781 | -36330 | -99781 | -61821 | -45310 | -61821 |
Avg Bars in Trades | 100 | 88 | 113 | 100 | 88 | 113 |
Avg Bars in Winners | 137 | 118 | 154 | 137 | 118 | 154 |
Avg Bars in Losers | 67 | 64 | 70 | 67 | 64 | 70 |
Bars Traded | 9156 | 4050 | 5106 | 9156 | 4050 | 5106 |
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 | 506849 | 530257 | -326186 | -581603 | -582962 | -580567 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 22, "offset": 102 } }, "second_band": { "type": "wma", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 22, "offset": 102 } }, "second_band": { "type": "wma", "factors": { "length": 117, "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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