Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701185.0807 | 699175.5515 | 2009.5292 | 530496.2684 | 1480664.0193 | -950167.7509 |
Total P&L (%) | 701.1851 | 699.1756 | 2.0095 | 530.4963 | 1480.664 | -950.1678 |
Avg Daily Profit (%) | 0.3092 | 0.3083 | 0.0009 | 0.0812 | 0.1218 | 0 |
Buy And Hold Return (%) | 240.534 | 240.534 | 240.534 | 240.534 | 240.534 | 240.534 |
Max Trade Drawdown | -209002 | -148532 | -187460 | -1916762 | -1197389 | -1364515 |
Profit Factor | 1.6957 | 2.5144 | 1.0037 | 1.0909 | 1.558 | 0.7013 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 48.9655 | 46.5753 | 51.3889 | 48.9655 | 46.5753 | 51.3889 |
Ratio Avg Win / Avg Loss | 1.7674 | 2.8842 | 0.9494 | 1.137 | 1.7871 | 0.6634 |
Largest Winning Trade | 255918 | 255918 | 44397 | 940081 | 940081 | 228627 |
Largest Losing Trade | -56420 | -32093 | -56420 | -530849 | -356778 | -530849 |
Avg Bars in Trades | 29 | 20 | 38 | 29 | 20 | 38 |
Avg Bars in Winners | 34 | 22 | 46 | 34 | 22 | 46 |
Avg Bars in Losers | 24 | 19 | 30 | 24 | 19 | 30 |
Bars Traded | 4283 | 1518 | 2765 | 4283 | 1518 | 2765 |
Profit Streak | 0 | 0 | 149.8949 | 0 | 0 | 149.8949 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333233 | -62450 | -653474 | -209861 | -100811 | -658704 |
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{ "first_band": { "type": "midprice", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 30, "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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