Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337586.4132 | 1248672.0491 | 88914.3641 | 51382697.8422 | 57371655.6181 | -5988957.7759 |
Total P&L (%) | 1337.5864 | 1248.672 | 88.9144 | 51382.6978 | 57371.6556 | -5988.9578 |
Avg Daily Profit (%) | 0.7204 | 0.6725 | 0.0479 | 0.3368 | 0.3428 | 0 |
Buy And Hold Return (%) | 6053.0889 | 6053.0889 | 6053.0889 | 6053.0889 | 6053.0889 | 6053.0889 |
Max Trade Drawdown | -101415 | -91141 | -73293 | -28393301 | -15547493 | -18625066 |
Profit Factor | 2.9905 | 4.4964 | 1.2824 | 1.52 | 2.2157 | 0.884 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 42.6829 | 39.0244 | 46.3415 | 42.6829 | 39.0244 | 46.3415 |
Ratio Avg Win / Avg Loss | 4.0158 | 7.0256 | 1.4849 | 2.0412 | 3.4621 | 1.0235 |
Largest Winning Trade | 443571 | 443571 | 67726 | 17878566 | 17878566 | 14218820 |
Largest Losing Trade | -21875 | -19018 | -21875 | -7675154 | -7160421 | -7675154 |
Avg Bars in Trades | 133 | 135 | 131 | 133 | 135 | 131 |
Avg Bars in Winners | 217 | 233 | 203 | 217 | 233 | 203 |
Avg Bars in Losers | 70 | 71 | 69 | 70 | 71 | 69 |
Bars Traded | 21858 | 11077 | 10781 | 21858 | 11077 | 10781 |
Profit Streak | 0 | 90.371 | 0 | 0 | 90.371 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149566 | -154042 | -300639 | 351383 | 205491 | -584992 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 37, "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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