Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558313.0648 | 528466.7645 | 29846.3003 | 482161.5389 | 5868823.3632 | -5386661.8243 |
Total P&L (%) | 558.3131 | 528.4668 | 29.8463 | 482.1615 | 5868.8234 | -5386.6618 |
Avg Daily Profit (%) | 0.2233 | 0.2113 | 0.0119 | 0.0705 | 0.1637 | 0 |
Buy And Hold Return (%) | 870.3951 | 870.3951 | 870.3951 | 870.3951 | 870.3951 | 870.3951 |
Max Trade Drawdown | -157205 | -50218 | -145465 | -5303811 | -224074 | -6051294 |
Profit Factor | 2.1558 | 5.2777 | 1.083 | 1.0589 | 11.0938 | 0.2917 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 62.8205 | 64.1026 | 61.5385 | 62.8205 | 64.1026 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.2759 | 2.9555 | 0.6769 | 0.6267 | 6.2125 | 0.1823 |
Largest Winning Trade | 107127 | 107127 | 51077 | 3008734 | 3008734 | 539092 |
Largest Losing Trade | -88658 | -47512 | -88658 | -5133682 | -214409 | -5133682 |
Avg Bars in Trades | 88 | 98 | 78 | 88 | 98 | 78 |
Avg Bars in Winners | 92 | 78 | 107 | 92 | 78 | 107 |
Avg Bars in Losers | 81 | 133 | 32 | 81 | 133 | 32 |
Bars Traded | 6887 | 3838 | 3049 | 6887 | 3838 | 3049 |
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 | -191389 | -147795 | -472025 | -458866 | 645573 | -579261 |
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 235, "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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