Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1746855.0645 | 1662448.5868 | 84406.4776 | 885226.3246 | 254440.6597 | 630785.6649 |
Total P&L (%) | 1746.8551 | 1662.4486 | 84.4065 | 885.2263 | 254.4407 | 630.7857 |
Avg Daily Profit (%) | 0.9419 | 0.8964 | 0.0455 | 0.1234 | 0.0682 | 0.1073 |
Buy And Hold Return (%) | 58.8465 | 58.8465 | 58.8465 | 58.8465 | 58.8465 | 58.8465 |
Max Trade Drawdown | -102018 | -106734 | -53387 | -1488364 | -1780622 | -762389 |
Profit Factor | 3.9409 | 5.8126 | 1.3396 | 1.1184 | 1.058 | 1.2042 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 40.8 | 33.3333 | 48.3871 | 40.8 | 33.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 5.7182 | 11.6253 | 1.4289 | 1.6228 | 2.116 | 1.2845 |
Largest Winning Trade | 1623135 | 1623135 | 67207 | 1628362 | 1628362 | 675197 |
Largest Losing Trade | -31416 | -31416 | -24659 | -420827 | -420827 | -317727 |
Avg Bars in Trades | 86 | 81 | 90 | 86 | 81 | 90 |
Avg Bars in Winners | 142 | 157 | 132 | 142 | 157 | 132 |
Avg Bars in Losers | 47 | 44 | 51 | 47 | 44 | 51 |
Bars Traded | 10763 | 5163 | 5600 | 10763 | 5163 | 5600 |
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 | 614201 | -131799 | -317254 | -120224 | -412787 | -204634 |
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{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 62, "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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