Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231827.9975 | 44843.0682 | 186984.9293 | 36988.3192 | -132474.8888 | 169463.2079 |
Total P&L (%) | 231.828 | 44.8431 | 186.9849 | 36.9883 | -132.4749 | 169.4632 |
Avg Daily Profit (%) | 0.152 | 0.0294 | 0.1226 | 0.0206 | 0 | 0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124811 | -120940 | -80681 | -132770 | -171381 | -66160 |
Profit Factor | 1.2491 | 1.089 | 1.4381 | 1.0363 | 0.7785 | 1.4035 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 187 | 87 | 100 | 187 | 87 | 100 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 61.7162 | 57.6159 | 65.7895 | 61.7162 | 57.6159 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.7748 | 0.8011 | 0.7478 | 0.6429 | 0.5727 | 0.7298 |
Largest Winning Trade | 31421 | 31421 | 27503 | 31076 | 31076 | 25617 |
Largest Losing Trade | -59738 | -37150 | -59738 | -59738 | -52749 | -59738 |
Avg Bars in Trades | 59 | 64 | 54 | 59 | 64 | 54 |
Avg Bars in Winners | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Losers | 91 | 101 | 80 | 91 | 101 | 80 |
Bars Traded | 18026 | 9713 | 8313 | 18026 | 9713 | 8313 |
Profit Streak | 5.6045 | 0 | 36.7712 | 5.6045 | 0 | 36.7712 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328507 | -278446 | -26757 | -346190 | -579554 | -103768 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 171, "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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