Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669231.4894 | 452388.3451 | 216843.1442 | 928552.0897 | -684905.2447 | 1613457.3344 |
Total P&L (%) | 669.2315 | 452.3883 | 216.8431 | 928.5521 | -684.9052 | 1613.4573 |
Avg Daily Profit (%) | 0.3691 | 0.2495 | 0.1196 | 0.1286 | 0 | 0.1568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62288 | -87013 | -40246 | -1397522 | -1442873 | -756531 |
Profit Factor | 2.7596 | 2.9452 | 2.4674 | 1.1641 | 0.8005 | 1.7249 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 47.619 | 41.9355 | 53.125 | 47.619 | 41.9355 | 53.125 |
Ratio Avg Win / Avg Loss | 3.0355 | 4.078 | 2.1771 | 1.2805 | 1.1084 | 1.522 |
Largest Winning Trade | 492591 | 492591 | 63042 | 591966 | 591966 | 563804 |
Largest Losing Trade | -30089 | -30089 | -25818 | -418067 | -409836 | -418067 |
Avg Bars in Trades | 55 | 47 | 63 | 55 | 47 | 63 |
Avg Bars in Winners | 84 | 64 | 99 | 84 | 64 | 99 |
Avg Bars in Losers | 28 | 35 | 21 | 28 | 35 | 21 |
Bars Traded | 3492 | 1476 | 2016 | 3492 | 1476 | 2016 |
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 | -137176 | 377730 | -28258 | -212833 | -582287 | 407192 |
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{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 47, "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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