Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653157.8744 | 564891.9552 | 88265.9192 | 1265045.9225 | 1759445.2249 | -494399.3025 |
Total P&L (%) | 653.1579 | 564.892 | 88.2659 | 1265.0459 | 1759.4452 | -494.3993 |
Avg Daily Profit (%) | 0.4037 | 0.3491 | 0.0546 | 0.1617 | 0.1808 | 0 |
Buy And Hold Return (%) | 25.8332 | 25.8332 | 25.8332 | 25.8332 | 25.8332 | 25.8332 |
Max Trade Drawdown | -170143 | -146501 | -94323 | -2586087 | -1810969 | -2034107 |
Profit Factor | 1.6212 | 2.0992 | 1.1642 | 1.0921 | 1.2524 | 0.927 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Profitability (%) | 58.2278 | 59.6639 | 56.7797 | 58.2278 | 59.6639 | 56.7797 |
Ratio Avg Win / Avg Loss | 1.1631 | 1.4192 | 0.8862 | 0.7834 | 0.8467 | 0.7056 |
Largest Winning Trade | 131119 | 131119 | 73317 | 1633733 | 1633733 | 937033 |
Largest Losing Trade | -49259 | -43505 | -49259 | -1163297 | -894080 | -1163297 |
Avg Bars in Trades | 80 | 67 | 93 | 80 | 67 | 93 |
Avg Bars in Winners | 79 | 64 | 96 | 79 | 64 | 96 |
Avg Bars in Losers | 81 | 72 | 89 | 81 | 72 | 89 |
Bars Traded | 19044 | 8040 | 11004 | 19044 | 8040 | 11004 |
Profit Streak | 0 | 0 | 499.1033 | 0 | 0 | 499.1033 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505567 | 475473 | -162762 | -110901 | 252523 | -579179 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "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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