Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1360813.2438 | 1350757.2829 | 10055.9609 | 525824.18 | 128620.5275 | 397203.6525 |
Total P&L (%) | 1360.8132 | 1350.7573 | 10.056 | 525.8242 | 128.6205 | 397.2037 |
Avg Daily Profit (%) | 0.5741 | 0.5698 | 0.0042 | 0.0774 | 0.0349 | 0.0677 |
Buy And Hold Return (%) | 641.8367 | 641.8367 | 641.8367 | 641.8367 | 641.8367 | 641.8367 |
Max Trade Drawdown | -228755 | -125692 | -189588 | -599066 | -599066 | -201251 |
Profit Factor | 2.8597 | 4.1454 | 1.0333 | 1.3244 | 1.1041 | 2.0296 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 47.5 | 42.5 | 52.5 | 47.5 | 42.5 | 52.5 |
Ratio Avg Win / Avg Loss | 3.1607 | 5.6085 | 0.9349 | 1.4638 | 1.4938 | 1.8363 |
Largest Winning Trade | 915969 | 915969 | 32883 | 426888 | 426888 | 149032 |
Largest Losing Trade | -62169 | -62169 | -54377 | -599066 | -599066 | -74667 |
Avg Bars in Trades | 55 | 86 | 25 | 55 | 86 | 25 |
Avg Bars in Winners | 69 | 108 | 38 | 69 | 108 | 38 |
Avg Bars in Losers | 43 | 70 | 10 | 43 | 70 | 10 |
Bars Traded | 4472 | 3470 | 1002 | 4472 | 3470 | 1002 |
Profit Streak | 68.1656 | 68.1656 | 649.6656 | 68.1656 | 68.1656 | 649.6656 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12762 | 354408 | -536488 | -278112 | -420380 | -262442 |
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{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 147, "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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