Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748720.6706 | 610673.4474 | 138047.2233 | 3119935.4067 | 2529333.5706 | 590601.8361 |
Total P&L (%) | 748.7207 | 610.6734 | 138.0472 | 3119.9354 | 2529.3336 | 590.6018 |
Avg Daily Profit (%) | 0.6011 | 0.4903 | 0.1108 | 0.2791 | 0.2628 | 0.1553 |
Buy And Hold Return (%) | 110.625 | 110.625 | 110.625 | 110.625 | 110.625 | 110.625 |
Max Trade Drawdown | -105410 | -72626 | -47248 | -4656598 | -2150639 | -2813235 |
Profit Factor | 2.3091 | 2.949 | 1.5338 | 1.3416 | 1.584 | 1.123 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 53.9063 | 53.125 | 54.6875 | 53.9063 | 53.125 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.9744 | 2.6021 | 1.2709 | 1.1471 | 1.3976 | 0.9305 |
Largest Winning Trade | 339269 | 339269 | 35315 | 1785681 | 1785681 | 1320444 |
Largest Losing Trade | -47856 | -47856 | -47248 | -2813235 | -1503129 | -2813235 |
Avg Bars in Trades | 55 | 76 | 34 | 55 | 76 | 34 |
Avg Bars in Winners | 64 | 82 | 47 | 64 | 82 | 47 |
Avg Bars in Losers | 45 | 70 | 20 | 45 | 70 | 20 |
Bars Traded | 7158 | 4925 | 2233 | 7158 | 4925 | 2233 |
Profit Streak | 13.5929 | 0 | 81.9263 | 13.5929 | 0 | 81.9263 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 617593 | -123611 | -269375 | 377968 | -128381 | -217575 |
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{ "first_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 168, "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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