Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111045.1153 | 809150.6593 | 301894.456 | 41645720.9285 | 15673603.8225 | 25972117.106 |
Total P&L (%) | 1111.0451 | 809.1507 | 301.8945 | 41645.7209 | 15673.6038 | 25972.1171 |
Avg Daily Profit (%) | 0.4647 | 0.3385 | 0.1263 | 0.2527 | 0.2119 | 0.233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90322 | -62454 | -72688 | -29714670 | -21818137 | -29714670 |
Profit Factor | 3.4474 | 4.2534 | 2.4708 | 1.3233 | 1.26 | 1.3789 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 65.3333 | 63.1579 | 67.5676 | 65.3333 | 63.1579 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.8292 | 2.4811 | 1.186 | 0.7021 | 0.735 | 0.6619 |
Largest Winning Trade | 266219 | 266219 | 82875 | 21395846 | 9286740 | 21395846 |
Largest Losing Trade | -61334 | -28973 | -61334 | -29714670 | -12620128 | -29714670 |
Avg Bars in Trades | 90 | 63 | 118 | 90 | 63 | 118 |
Avg Bars in Winners | 101 | 44 | 155 | 101 | 44 | 155 |
Avg Bars in Losers | 71 | 97 | 41 | 71 | 97 | 41 |
Bars Traded | 6819 | 2431 | 4388 | 6819 | 2431 | 4388 |
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 | -42118 | 654742 | -18552 | -51964 | 289119 | 342057 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "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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