Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559296.1045 | 477737.5686 | 81558.5358 | -3069300.7094 | -634714.9537 | -2434585.7556 |
Total P&L (%) | 559.2961 | 477.7376 | 81.5585 | -3069.3007 | -634.715 | -2434.5858 |
Avg Daily Profit (%) | 0.3457 | 0.2953 | 0.0504 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -320165 | -79314 | -277023 | -5335386 | -1573083 | -4227676 |
Profit Factor | 1.72 | 2.9674 | 1.1527 | 0.7338 | 0.8236 | 0.6932 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 65 | 32 | 33 | 47 | 26 | 21 |
Losing Trades | 46 | 23 | 23 | 64 | 29 | 35 |
Profitability (%) | 58.5586 | 58.1818 | 58.9286 | 42.3423 | 47.2727 | 37.5 |
Ratio Avg Win / Avg Loss | 1.2172 | 2.1329 | 0.8034 | 0.9993 | 0.9186 | 1.1553 |
Largest Winning Trade | 157189 | 157189 | 61137 | 1176857 | 631450 | 1176857 |
Largest Losing Trade | -163706 | -31973 | -163706 | -1376391 | -629016 | -1376391 |
Avg Bars in Trades | 167 | 136 | 197 | 167 | 136 | 197 |
Avg Bars in Winners | 179 | 145 | 212 | 156 | 126 | 193 |
Avg Bars in Losers | 149 | 123 | 175 | 175 | 145 | 200 |
Bars Traded | 18565 | 7492 | 11073 | 18565 | 7492 | 11073 |
Profit Streak | 485.0214 | 0 | 575.0214 | 0 | 554.0214 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483133 | -164892 | -357349 | -583460 | -760934 | -764305 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 232, "offset": 225 } }, "second_band": { "type": "wma", "factors": { "length": 92, "offset": 213 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 232, "offset": 225 } }, "second_band": { "type": "wma", "factors": { "length": 92, "offset": 213 } } }
# | 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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