Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4922034.6789 | 4791877.9447 | 130156.7342 | 8256280.4437 | 6485450.6626 | 1770829.7811 |
Total P&L (%) | 4922.0347 | 4791.8779 | 130.1567 | 8256.2804 | 6485.4507 | 1770.8298 |
Avg Daily Profit (%) | 2.2186 | 2.16 | 0.0587 | 0.1997 | 0.1889 | 0.1321 |
Buy And Hold Return (%) | 291.7108 | 291.7108 | 291.7108 | 291.7108 | 291.7108 | 291.7108 |
Max Trade Drawdown | -94504 | -64250 | -50023 | -12391137 | -6416508 | -7520528 |
Profit Factor | 12.9813 | 23.0375 | 1.6731 | 1.2273 | 1.3815 | 1.0917 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 39.6825 | 38.7097 | 40.625 | 39.6825 | 38.7097 | 40.625 |
Ratio Avg Win / Avg Loss | 19.7315 | 36.4761 | 2.4453 | 1.8655 | 2.1873 | 1.5955 |
Largest Winning Trade | 4715517 | 4715517 | 51313 | 8028225 | 8028225 | 6447928 |
Largest Losing Trade | -35821 | -35821 | -35517 | -5080759 | -3304234 | -5080759 |
Avg Bars in Trades | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Winners | 119 | 104 | 133 | 119 | 104 | 133 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 4254 | 1958 | 2296 | 4254 | 1958 | 2296 |
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 | -132364 | 663988 | -280867 | -146504 | 187389 | -139120 |
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{ "first_band": { "type": "wma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 14, "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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