Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277782.9363 | 39500.5969 | 238282.3394 | 111354.09 | -78586.4945 | 189940.5845 |
Total P&L (%) | 277.7829 | 39.5006 | 238.2823 | 111.3541 | -78.5865 | 189.9406 |
Avg Daily Profit (%) | 0.1809 | 0.0257 | 0.1551 | 0.0487 | -0.1003 | 0.0693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105148 | -118192 | -34729 | -203412 | -221077 | -84581 |
Profit Factor | 1.4063 | 1.0814 | 2.2002 | 1.1551 | 0.8362 | 1.7974 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 73 | 30 | 43 | 73 | 30 | 43 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 50.3448 | 41.6667 | 58.9041 | 50.3448 | 41.6667 | 58.9041 |
Ratio Avg Win / Avg Loss | 1.387 | 1.514 | 1.535 | 1.1393 | 1.1707 | 1.254 |
Largest Winning Trade | 71500 | 71500 | 51262 | 66703 | 66703 | 60917 |
Largest Losing Trade | -47641 | -47641 | -31059 | -116907 | -116907 | -32068 |
Avg Bars in Trades | 58 | 85 | 31 | 58 | 85 | 31 |
Avg Bars in Winners | 57 | 81 | 41 | 57 | 81 | 41 |
Avg Bars in Losers | 58 | 87 | 18 | 58 | 87 | 18 |
Bars Traded | 8455 | 6123 | 2332 | 8455 | 6123 | 2332 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310296 | -373339 | -59101 | -177332 | -661810 | -168587 |
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{ "first_band": { "type": "wma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 174, "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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