Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649435.9275 | 581258.2505 | 68177.677 | 1032300.4171 | 11834749.2759 | -10802448.8589 |
Total P&L (%) | 649.4359 | 581.2583 | 68.1777 | 1032.3004 | 11834.7493 | -10802.4489 |
Avg Daily Profit (%) | 0.2989 | 0.2675 | 0.0314 | 0.1117 | 0.2203 | 0 |
Buy And Hold Return (%) | 549.1416 | 549.1416 | 549.1416 | 549.1416 | 549.1416 | 549.1416 |
Max Trade Drawdown | -145322 | -78943 | -85286 | -15222699 | -2036838 | -13565345 |
Profit Factor | 2.2328 | 3.7496 | 1.2162 | 1.0459 | 3.7545 | 0.4063 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 61.6438 | 59.4595 | 63.8889 | 61.6438 | 59.4595 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.3893 | 2.5566 | 0.6874 | 0.6508 | 2.5599 | 0.2296 |
Largest Winning Trade | 130412 | 130412 | 60562 | 5211989 | 5211989 | 1133908 |
Largest Losing Trade | -80660 | -31823 | -80660 | -13191984 | -800995 | -13191984 |
Avg Bars in Trades | 82 | 69 | 95 | 82 | 69 | 95 |
Avg Bars in Winners | 82 | 54 | 109 | 82 | 54 | 109 |
Avg Bars in Losers | 81 | 91 | 69 | 81 | 91 | 69 |
Bars Traded | 6005 | 2577 | 3428 | 6005 | 2577 | 3428 |
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 | -171426 | -130858 | -317047 | -297283 | 587685 | -578979 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 157, "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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