Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391588.6277 | 364094.3601 | 27494.2675 | 33423.9471 | 148192.3226 | -114768.3754 |
Total P&L (%) | 391.5886 | 364.0944 | 27.4943 | 33.4239 | 148.1923 | -114.7684 |
Avg Daily Profit (%) | 0.242 | 0.225 | 0.017 | 0.0178 | 0.0562 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138374 | -160573 | -244918 | -276076 | -189747 | -378239 |
Profit Factor | 1.3544 | 1.6563 | 1.05 | 1.0253 | 1.2286 | 0.8294 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 125 | 66 | 59 | 125 | 66 | 59 |
Profitability (%) | 41.8605 | 38.8889 | 44.8598 | 41.8605 | 38.8889 | 44.8598 |
Ratio Avg Win / Avg Loss | 1.8812 | 2.6027 | 1.2906 | 1.424 | 1.9307 | 1.0194 |
Largest Winning Trade | 136897 | 136897 | 57071 | 122229 | 122229 | 83120 |
Largest Losing Trade | -42531 | -42531 | -41900 | -72002 | -59696 | -72002 |
Avg Bars in Trades | 88 | 76 | 101 | 88 | 76 | 101 |
Avg Bars in Winners | 125 | 101 | 147 | 125 | 101 | 147 |
Avg Bars in Losers | 61 | 60 | 63 | 61 | 60 | 63 |
Bars Traded | 19070 | 8255 | 10815 | 19070 | 8255 | 10815 |
Profit Streak | 479.1451 | 479.1451 | 496.3951 | 479.1451 | 479.1451 | 496.3951 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303424 | 250873 | -340712 | -365618 | -121120 | -580795 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 46, "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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