Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821426.0202 | 688423.7149 | 133002.3054 | 15329957.9011 | 24604446.4035 | -9274488.5023 |
Total P&L (%) | 821.426 | 688.4237 | 133.0023 | 15329.9579 | 24604.4464 | -9274.4885 |
Avg Daily Profit (%) | 0.3285 | 0.2753 | 0.0532 | 0.2017 | 0.2206 | 0 |
Buy And Hold Return (%) | 731.1798 | 731.1798 | 731.1798 | 731.1798 | 731.1798 | 731.1798 |
Max Trade Drawdown | -106285 | -64108 | -82393 | -18765239 | -3438472 | -16739322 |
Profit Factor | 2.9657 | 4.7488 | 1.5678 | 1.5098 | 3.8037 | 0.5644 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 54.321 | 52.5 | 56.0976 | 54.321 | 52.5 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.4939 | 4.2966 | 1.227 | 1.2696 | 3.4414 | 0.4417 |
Largest Winning Trade | 157267 | 157267 | 55838 | 16181765 | 16181765 | 2673843 |
Largest Losing Trade | -45993 | -45993 | -38033 | -10067925 | -1767897 | -10067925 |
Avg Bars in Trades | 117 | 139 | 95 | 117 | 139 | 95 |
Avg Bars in Winners | 129 | 114 | 143 | 129 | 114 | 143 |
Avg Bars in Losers | 101 | 166 | 33 | 101 | 166 | 33 |
Bars Traded | 9479 | 5570 | 3909 | 9479 | 5570 | 3909 |
Profit Streak | 128.294 | 128.294 | 205.044 | 128.294 | 128.294 | 205.044 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126944 | -148565 | -284133 | -4947 | 577831 | -578975 |
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{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "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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