Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443155.7972 | 430253.5357 | 12902.2615 | -100703.7589 | 1852928.8289 | -1953632.5878 |
Total P&L (%) | 443.1558 | 430.2535 | 12.9023 | -100.7038 | 1852.9288 | -1953.6326 |
Avg Daily Profit (%) | 0.2376 | 0.2307 | 0.0069 | 0 | 0.1595 | 0 |
Buy And Hold Return (%) | 129.3578 | 129.3578 | 129.3578 | 129.3578 | 129.3578 | 129.3578 |
Max Trade Drawdown | -182997 | -101832 | -175116 | -2640158 | -461241 | -2628391 |
Profit Factor | 1.7612 | 2.8461 | 1.037 | 0.9692 | 4.7549 | 0.2964 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 20 | 16 | 38 | 20 | 18 |
Losing Trades | 30 | 13 | 17 | 28 | 13 | 15 |
Profitability (%) | 54.5455 | 60.6061 | 48.4848 | 57.5758 | 60.6061 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4677 | 1.85 | 1.1018 | 0.7142 | 3.0907 | 0.247 |
Largest Winning Trade | 168800 | 168800 | 72546 | 873681 | 873681 | 706152 |
Largest Losing Trade | -102268 | -29854 | -102268 | -2616466 | -461241 | -2616466 |
Avg Bars in Trades | 54 | 48 | 59 | 54 | 48 | 59 |
Avg Bars in Winners | 64 | 44 | 88 | 50 | 42 | 59 |
Avg Bars in Losers | 41 | 53 | 32 | 58 | 57 | 59 |
Bars Traded | 3567 | 1595 | 1972 | 3567 | 1595 | 1972 |
Profit Streak | 73.5065 | 0 | 81.5065 | 0 | 156.0065 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119914 | 426432 | -529292 | -708295 | 634355 | -580213 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 65, "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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