Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392306.7223 | 241509.8775 | 150796.8448 | 1632961.4951 | 1277671.9295 | 355289.5656 |
Total P&L (%) | 392.3067 | 241.5099 | 150.7968 | 1632.9615 | 1277.6719 | 355.2896 |
Avg Daily Profit (%) | 0.3766 | 0.2319 | 0.1448 | 0.2742 | 0.2521 | 0.1456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60721 | -34605 | -39367 | -1117640 | -348310 | -769330 |
Profit Factor | 2.6178 | 3.1956 | 2.1382 | 1.7471 | 2.4912 | 1.2674 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 45.3488 | 39.5349 | 51.1628 | 45.3488 | 39.5349 | 51.1628 |
Ratio Avg Win / Avg Loss | 3.1548 | 4.8874 | 2.041 | 2.1055 | 3.81 | 1.2098 |
Largest Winning Trade | 99766 | 99766 | 52272 | 464751 | 464751 | 397448 |
Largest Losing Trade | -21029 | -14012 | -21029 | -346313 | -160485 | -346313 |
Avg Bars in Trades | 284 | 238 | 331 | 284 | 238 | 331 |
Avg Bars in Winners | 452 | 415 | 482 | 452 | 415 | 482 |
Avg Bars in Losers | 145 | 123 | 172 | 145 | 123 | 172 |
Bars Traded | 24506 | 10271 | 14235 | 24506 | 10271 | 14235 |
Profit Streak | 38.4447 | 38.4447 | 46.8614 | 38.4447 | 38.4447 | 46.8614 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487178 | 379001 | 181765 | 410175 | 351301 | 72237 |
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{ "first_band": { "type": "midprice", "factors": { "length": 241, "offset": 69 } }, "second_band": { "type": "wma", "factors": { "length": 156, "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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