Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505267.3451 | 446821.9841 | 58445.3611 | 347599.1981 | 260487.5236 | 87111.6746 |
Total P&L (%) | 505.2673 | 446.822 | 58.4454 | 347.5992 | 260.4875 | 87.1117 |
Avg Daily Profit (%) | 0.2839 | 0.2511 | 0.0328 | 0.0842 | 0.0721 | 0.0352 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117886 | -51103 | -105004 | -426716 | -231624 | -208214 |
Profit Factor | 1.7918 | 2.6795 | 1.1571 | 1.263 | 1.4422 | 1.119 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 39.7959 | 36.7347 | 42.8571 | 39.7959 | 36.7347 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7107 | 4.6147 | 1.5428 | 1.9108 | 2.4837 | 1.4919 |
Largest Winning Trade | 189625 | 189625 | 78552 | 184522 | 157711 | 184522 |
Largest Losing Trade | -44442 | -18567 | -44442 | -106690 | -76915 | -106690 |
Avg Bars in Trades | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Winners | 98 | 91 | 105 | 98 | 91 | 105 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 5200 | 2327 | 2873 | 5200 | 2327 | 2873 |
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 | 304062 | 291838 | -199094 | -83212 | -99701 | -238215 |
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{ "first_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 14, "offset": 0 } } }
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# | 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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