Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1611248.5277 | 1364167.1726 | 247081.3551 | 13690479.097 | 4644121.1061 | 9046357.9909 |
Total P&L (%) | 1611.2485 | 1364.1672 | 247.0814 | 13690.4791 | 4644.1211 | 9046.358 |
Avg Daily Profit (%) | 0.673 | 0.5698 | 0.1032 | 0.206 | 0.1613 | 0.1888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95585 | -106467 | -78754 | -13476311 | -12897330 | -6727861 |
Profit Factor | 5.2035 | 7.0777 | 2.5554 | 1.4008 | 1.2129 | 1.7326 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 58.6207 | 48.2759 | 68.9655 | 58.6207 | 48.2759 | 68.9655 |
Ratio Avg Win / Avg Loss | 3.6731 | 7.5832 | 1.1499 | 0.9888 | 1.2996 | 0.7797 |
Largest Winning Trade | 1128230 | 1128230 | 59583 | 9769191 | 9769191 | 4440799 |
Largest Losing Trade | -55599 | -39354 | -55599 | -6533154 | -6533154 | -5266602 |
Avg Bars in Trades | 78 | 61 | 94 | 78 | 61 | 94 |
Avg Bars in Winners | 104 | 94 | 111 | 104 | 94 | 111 |
Avg Bars in Losers | 40 | 30 | 56 | 40 | 30 | 56 |
Bars Traded | 4530 | 1788 | 2742 | 4530 | 1788 | 2742 |
Profit Streak | 0 | 0 | 51.6282 | 0 | 0 | 51.6282 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158357 | 684049 | -48466 | -171260 | 235209 | 410967 |
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{ "first_band": { "type": "wma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 16, "offset": 15 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 16, "offset": 15 } } }
# | 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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