Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1628677.4305 | 1366582.4586 | 262094.9719 | 17464098.7089 | -255352.7707 | 17719451.4795 |
Total P&L (%) | 1628.6774 | 1366.5825 | 262.095 | 17464.0987 | -255.3528 | 17719.4515 |
Avg Daily Profit (%) | 0.688 | 0.5773 | 0.1107 | 0.2186 | 0 | 0.2192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60436 | -60546 | -60273 | -7264478 | -8098063 | -3323847 |
Profit Factor | 4.459 | 6.3309 | 2.2219 | 1.6237 | 0.9856 | 2.7182 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 36 | 30 | 42 | 36 | 30 | 42 |
Ratio Avg Win / Avg Loss | 7.9272 | 14.7722 | 3.0683 | 2.8865 | 2.2997 | 3.7537 |
Largest Winning Trade | 1190675 | 1190675 | 62991 | 9225997 | 5600222 | 9225997 |
Largest Losing Trade | -20005 | -17175 | -20005 | -3033016 | -2775720 | -3033016 |
Avg Bars in Trades | 91 | 70 | 112 | 91 | 70 | 112 |
Avg Bars in Winners | 204 | 160 | 236 | 204 | 160 | 236 |
Avg Bars in Losers | 28 | 31 | 23 | 28 | 31 | 23 |
Bars Traded | 9171 | 3526 | 5645 | 9171 | 3526 | 5645 |
Profit Streak | 0 | 0 | 153.5208 | 0 | 0 | 153.5208 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519437 | -168320 | -223157 | 219320 | -766111 | -168814 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 13, "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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