Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1574074.2437 | 1512374.4581 | 61699.7856 | 44247364.7649 | 48642176.8924 | -4394812.1275 |
Total P&L (%) | 1574.0742 | 1512.3745 | 61.6998 | 44247.3648 | 48642.1769 | -4394.8121 |
Avg Daily Profit (%) | 0.8462 | 0.813 | 0.0332 | 0.3282 | 0.3333 | 0 |
Buy And Hold Return (%) | 9647.7001 | 9647.7001 | 9647.7001 | 9647.7001 | 9647.7001 | 9647.7001 |
Max Trade Drawdown | -58815 | -61989 | -47141 | -14139203 | -4651923 | -14139203 |
Profit Factor | 5.1336 | 8.8834 | 1.3265 | 1.874 | 3.6029 | 0.8624 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 |
Ratio Avg Win / Avg Loss | 4.1558 | 7.1913 | 1.0739 | 1.5171 | 2.9167 | 0.6981 |
Largest Winning Trade | 810092 | 810092 | 62896 | 17715368 | 17715368 | 12029987 |
Largest Losing Trade | -58815 | -58815 | -28188 | -14139203 | -4651923 | -14139203 |
Avg Bars in Trades | 136 | 134 | 138 | 136 | 134 | 138 |
Avg Bars in Winners | 166 | 160 | 173 | 166 | 160 | 173 |
Avg Bars in Losers | 99 | 103 | 95 | 99 | 103 | 95 |
Bars Traded | 10394 | 5123 | 5271 | 10394 | 5123 | 5271 |
Profit Streak | 0 | 222.6399 | 0 | 0 | 222.6399 | 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 | -197496 | -142402 | -313417 | -41828 | 587200 | -580082 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 85, "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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