Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1763517.0462 | 1692837.9979 | 70679.0483 | 52307340.0109 | 73110158.9973 | -20802818.9864 |
Total P&L (%) | 1763.517 | 1692.838 | 70.679 | 52307.34 | 73110.159 | -20802.819 |
Avg Daily Profit (%) | 0.9473 | 0.9093 | 0.038 | 0.3369 | 0.3549 | 0 |
Buy And Hold Return (%) | 7832.585 | 7832.585 | 7832.585 | 7832.585 | 7832.585 | 7832.585 |
Max Trade Drawdown | -52559 | -64389 | -78403 | -25305186 | -14449306 | -31279024 |
Profit Factor | 6.1782 | 11.3379 | 1.3997 | 1.6272 | 3.0317 | 0.5612 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 65 | 66.6667 | 63.3333 | 65 | 66.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 3.3267 | 5.669 | 0.8104 | 0.8762 | 1.5158 | 0.3249 |
Largest Winning Trade | 945554 | 945554 | 65338 | 48925050 | 48925050 | 13300131 |
Largest Losing Trade | -39333 | -39333 | -35960 | -14449306 | -14449306 | -13442433 |
Avg Bars in Trades | 86 | 85 | 87 | 86 | 85 | 87 |
Avg Bars in Winners | 99 | 96 | 102 | 99 | 96 | 102 |
Avg Bars in Losers | 63 | 64 | 62 | 63 | 64 | 62 |
Bars Traded | 5196 | 2565 | 2631 | 5196 | 2565 | 2631 |
Profit Streak | 0 | 222.2747 | 0 | 0 | 222.2747 | 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 | -315511 | -140901 | -307256 | -162258 | 656645 | -579097 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 45, "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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