Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223447.3303 | 15862.1632 | 207585.1671 | 147701.6071 | -3412.7033 | 151114.3104 |
Total P&L (%) | 223.4473 | 15.8622 | 207.5852 | 147.7016 | -3.4127 | 151.1143 |
Avg Daily Profit (%) | 0.1729 | 0.0123 | 0.1606 | 0.0702 | -0.0027 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102364 | -86975 | -64470 | -146396 | -112097 | -82744 |
Profit Factor | 1.7039 | 1.1131 | 2.1714 | 1.4057 | 0.9794 | 1.7625 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 61.2903 | 51.6129 | 70.9677 | 61.2903 | 51.6129 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.0762 | 1.0435 | 0.8883 | 0.8878 | 0.9182 | 0.721 |
Largest Winning Trade | 61889 | 50308 | 61889 | 61889 | 36581 | 61889 |
Largest Losing Trade | -57608 | -28059 | -57608 | -63041 | -53946 | -63041 |
Avg Bars in Trades | 80 | 40 | 119 | 80 | 40 | 119 |
Avg Bars in Winners | 83 | 18 | 130 | 83 | 18 | 130 |
Avg Bars in Losers | 75 | 63 | 94 | 75 | 63 | 94 |
Bars Traded | 4969 | 1255 | 3714 | 4969 | 1255 | 3714 |
Profit Streak | 95.4312 | 95.4312 | 137.6812 | 95.4312 | 95.4312 | 137.6812 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146129 | -281060 | 441947 | -255776 | -579649 | -93587 |
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{ "first_band": { "type": "midprice", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 175, "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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