Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987840.1488 | 858236.6088 | 129603.5399 | 14051287.2817 | 16729564.7003 | -2678277.4186 |
Total P&L (%) | 987.8401 | 858.2366 | 129.6035 | 14051.2873 | 16729.5647 | -2678.2774 |
Avg Daily Profit (%) | 0.3951 | 0.3433 | 0.0518 | 0.1983 | 0.2052 | 0 |
Buy And Hold Return (%) | 748.2673 | 748.2673 | 748.2673 | 748.2673 | 748.2673 | 748.2673 |
Max Trade Drawdown | -91361 | -76057 | -80437 | -6842467 | -2788108 | -8549017 |
Profit Factor | 2.6785 | 3.3344 | 1.5867 | 1.7871 | 3.0938 | 0.7285 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 53.6585 | 52.459 | 54.8387 | 53.6585 | 52.459 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.3132 | 3.0218 | 1.3067 | 1.5434 | 2.8038 | 0.5999 |
Largest Winning Trade | 271336 | 271336 | 42835 | 11703255 | 11703255 | 1686557 |
Largest Losing Trade | -44439 | -44439 | -38110 | -6103893 | -1809750 | -6103893 |
Avg Bars in Trades | 76 | 105 | 48 | 76 | 105 | 48 |
Avg Bars in Winners | 89 | 121 | 59 | 89 | 121 | 59 |
Avg Bars in Losers | 61 | 87 | 34 | 61 | 87 | 34 |
Bars Traded | 9429 | 6442 | 2987 | 9429 | 6442 | 2987 |
Profit Streak | 110.2124 | 137.4624 | 110.2124 | 110.2124 | 137.4624 | 110.2124 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49595 | -264818 | -440617 | 474153 | -146407 | -733768 |
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 197, "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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