Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1230787.1394 | 979427.2376 | 251359.9018 | 177269252.7897 | 139253824.0357 | 38015428.754 |
Total P&L (%) | 1230.7871 | 979.4272 | 251.3599 | 177269.2528 | 139253.824 | 38015.4288 |
Avg Daily Profit (%) | 0.4923 | 0.3917 | 0.1005 | 0.2996 | 0.29 | 0.238 |
Buy And Hold Return (%) | 756.1799 | 756.1799 | 756.1799 | 756.1799 | 756.1799 | 756.1799 |
Max Trade Drawdown | -93454 | -91764 | -32049 | -7726638 | -6946792 | -3159575 |
Profit Factor | 5.2524 | 6.4649 | 3.2806 | 7.6064 | 8.5097 | 5.5857 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 62.3529 | 59.5238 | 65.1163 | 62.3529 | 59.5238 | 65.1163 |
Ratio Avg Win / Avg Loss | 3.1712 | 4.3962 | 1.7575 | 4.5925 | 5.7866 | 2.9924 |
Largest Winning Trade | 366356 | 366356 | 59661 | 80810538 | 80810538 | 21548685 |
Largest Losing Trade | -31145 | -31145 | -17250 | -4950457 | -4950457 | -2379729 |
Avg Bars in Trades | 83 | 105 | 62 | 83 | 105 | 62 |
Avg Bars in Winners | 101 | 121 | 83 | 101 | 121 | 83 |
Avg Bars in Losers | 54 | 80 | 24 | 54 | 80 | 24 |
Bars Traded | 7113 | 4418 | 2695 | 7113 | 4418 | 2695 |
Profit Streak | 131.1271 | 131.1271 | 422.4605 | 131.1271 | 131.1271 | 422.4605 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453660 | -53877 | -214903 | 751499 | 690509 | 718378 |
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 175, "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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