Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007504.9115 | 980111.0926 | 27393.8189 | -17133.1358 | -51826.9411 | 34693.8053 |
Total P&L (%) | 1007.5049 | 980.1111 | 27.3938 | -17.1331 | -51.8269 | 34.6938 |
Avg Daily Profit (%) | 0.4224 | 0.4109 | 0.0115 | -0.0079 | -0.0306 | 0.0125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177003 | -158011 | -141485 | -118690 | -85567 | -51666 |
Profit Factor | 2.3061 | 3.0236 | 1.0954 | 0.9564 | 0.8242 | 1.3544 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 51.8519 | 50 | 53.6585 | 51.8519 | 50 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.1413 | 3.0236 | 0.9461 | 0.8881 | 0.8242 | 1.1697 |
Largest Winning Trade | 734967 | 734967 | 42991 | 87768 | 87768 | 23273 |
Largest Losing Trade | -88901 | -88901 | -36719 | -66306 | -66306 | -25266 |
Avg Bars in Trades | 83 | 139 | 28 | 83 | 139 | 28 |
Avg Bars in Winners | 83 | 132 | 39 | 83 | 132 | 39 |
Avg Bars in Losers | 83 | 146 | 15 | 83 | 146 | 15 |
Bars Traded | 6759 | 5589 | 1170 | 6759 | 5589 | 1170 |
Profit Streak | 158.1234 | 158.1234 | 315.4567 | 158.1234 | 158.1234 | 315.4567 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -296 | 597916 | -295904 | -595403 | -579785 | -176280 |
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{ "first_band": { "type": "wma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 170, "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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