Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739566.9614 | 621201.3923 | 118365.569 | 437630.812 | 404743.9643 | 32886.8476 |
Total P&L (%) | 739.567 | 621.2014 | 118.3656 | 437.6308 | 404.744 | 32.8868 |
Avg Daily Profit (%) | 0.464 | 0.3897 | 0.0743 | 0.1056 | 0.1016 | 0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102018 | -108765 | -102937 | -903712 | -676163 | -717703 |
Profit Factor | 1.961 | 2.4397 | 1.3501 | 1.1176 | 1.211 | 1.0182 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 110 | 62 | 48 | 110 | 62 | 48 |
Profitability (%) | 34.1317 | 26.1905 | 42.1687 | 34.1317 | 26.1905 | 42.1687 |
Ratio Avg Win / Avg Loss | 3.7844 | 6.8754 | 1.8515 | 2.1568 | 3.4129 | 1.3964 |
Largest Winning Trade | 448896 | 448896 | 53218 | 902248 | 902248 | 215246 |
Largest Losing Trade | -29899 | -25865 | -29899 | -307130 | -165915 | -307130 |
Avg Bars in Trades | 112 | 102 | 123 | 112 | 102 | 123 |
Avg Bars in Winners | 194 | 196 | 193 | 194 | 196 | 193 |
Avg Bars in Losers | 70 | 69 | 71 | 70 | 69 | 71 |
Bars Traded | 18821 | 8594 | 10227 | 18821 | 8594 | 10227 |
Profit Streak | 39.3392 | 39.3392 | 48.3392 | 39.3392 | 39.3392 | 48.3392 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349581 | -10042 | -95111 | -146383 | -81021 | -375152 |
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{ "first_band": { "type": "wma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 43, "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) |
---|