Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095426.7345 | 901671.5074 | 193755.2271 | 43063422.5417 | 37367874.9576 | 5695547.5841 |
Total P&L (%) | 1095.4267 | 901.6715 | 193.7552 | 43063.4225 | 37367.875 | 5695.5476 |
Avg Daily Profit (%) | 0.4381 | 0.3606 | 0.0775 | 0.243 | 0.2373 | 0.1625 |
Buy And Hold Return (%) | 950.9222 | 950.9222 | 950.9222 | 950.9222 | 950.9222 | 950.9222 |
Max Trade Drawdown | -73772 | -87434 | -70958 | -2362614 | -1621951 | -2362614 |
Profit Factor | 4.3366 | 6.3831 | 2.2049 | 7.4724 | 14.6653 | 2.4534 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 64.0625 | 59.375 | 68.75 | 64.0625 | 59.375 | 68.75 |
Ratio Avg Win / Avg Loss | 2.4327 | 4.3674 | 1.0022 | 4.1918 | 10.0342 | 1.1152 |
Largest Winning Trade | 356404 | 356404 | 59673 | 17604493 | 17604493 | 3306795 |
Largest Losing Trade | -70958 | -30970 | -70958 | -2362614 | -723286 | -2362614 |
Avg Bars in Trades | 108 | 136 | 80 | 108 | 136 | 80 |
Avg Bars in Winners | 118 | 159 | 82 | 118 | 159 | 82 |
Avg Bars in Losers | 91 | 102 | 76 | 91 | 102 | 76 |
Bars Traded | 6945 | 4360 | 2585 | 6945 | 4360 | 2585 |
Profit Streak | 431.2132 | 435.8799 | 431.2132 | 431.2132 | 435.8799 | 431.2132 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -241383 | -145299 | -248439 | -123331 | 699283 | 516402 |
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{ "first_band": { "type": "wma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "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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