Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205325.9763 | 1174730.5289 | 30595.4474 | 24155113.3257 | 26357664.5047 | -2202551.179 |
Total P&L (%) | 1205.326 | 1174.7305 | 30.5954 | 24155.1133 | 26357.6645 | -2202.5512 |
Avg Daily Profit (%) | 0.6475 | 0.6311 | 0.0164 | 0.2954 | 0.3001 | 0 |
Buy And Hold Return (%) | 6907.2083 | 6907.2083 | 6907.2083 | 6907.2083 | 6907.2083 | 6907.2083 |
Max Trade Drawdown | -107865 | -96066 | -53755 | -7765980 | -6090568 | -7839070 |
Profit Factor | 3.509 | 5.995 | 1.1248 | 1.6355 | 2.4382 | 0.8881 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 55.9524 | 59.5238 | 52.381 | 55.9524 | 59.5238 | 52.381 |
Ratio Avg Win / Avg Loss | 2.7624 | 4.0766 | 1.0225 | 1.2875 | 1.658 | 0.8073 |
Largest Winning Trade | 442292 | 442292 | 61294 | 12151044 | 12151044 | 5830743 |
Largest Losing Trade | -52156 | -52156 | -30088 | -5899737 | -4885051 | -5899737 |
Avg Bars in Trades | 123 | 123 | 124 | 123 | 123 | 124 |
Avg Bars in Winners | 145 | 142 | 148 | 145 | 142 | 148 |
Avg Bars in Losers | 96 | 96 | 97 | 96 | 96 | 97 |
Bars Traded | 10408 | 5188 | 5220 | 10408 | 5188 | 5220 |
Profit Streak | 0 | 224.2468 | 0 | 0 | 224.2468 | 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 | -146217 | -143279 | -419604 | 329975 | 482582 | -580426 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 75, "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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