Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565974.6003 | 358290.3963 | 207684.204 | 1213744.4387 | 632910.0715 | 580834.3671 |
Total P&L (%) | 565.9746 | 358.2904 | 207.6842 | 1213.7444 | 632.9101 | 580.8344 |
Avg Daily Profit (%) | 0.3233 | 0.2047 | 0.1186 | 0.1472 | 0.1139 | 0.1096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122414 | -98215 | -91038 | -836207 | -699399 | -642664 |
Profit Factor | 1.5059 | 1.6792 | 1.3513 | 1.1986 | 1.22 | 1.1795 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Losing Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Profitability (%) | 51.3514 | 53.0769 | 49.6124 | 51.3514 | 53.0769 | 49.6124 |
Ratio Avg Win / Avg Loss | 1.4267 | 1.4845 | 1.3724 | 1.1355 | 1.0786 | 1.198 |
Largest Winning Trade | 119022 | 119022 | 50545 | 316525 | 316525 | 266594 |
Largest Losing Trade | -40785 | -34974 | -40785 | -459974 | -301993 | -459974 |
Avg Bars in Trades | 13 | 10 | 16 | 13 | 10 | 16 |
Avg Bars in Winners | 15 | 9 | 21 | 15 | 9 | 21 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 3412 | 1348 | 2064 | 3412 | 1348 | 2064 |
Profit Streak | 12.7435 | 12.7435 | 20.7435 | 12.7435 | 12.7435 | 20.7435 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479659 | 389186 | -33750 | 170481 | -39912 | -68777 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 22, "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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