Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118589.2475 | 59757.4669 | 58831.7806 | 145091.1 | 68941.5571 | 76149.5429 |
Total P&L (%) | 118.5892 | 59.7575 | 58.8318 | 145.0911 | 68.9416 | 76.1495 |
Avg Daily Profit (%) | 0.4554 | 0.2295 | 0.2259 | 0.3448 | 0.2016 | 0.2176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50122 | -33335 | -37522 | -120635 | -75147 | -78035 |
Profit Factor | 1.2931 | 1.2892 | 1.2971 | 1.1684 | 1.1574 | 1.1798 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 174 | 83 | 91 | 174 | 83 | 91 |
Losing Trades | 145 | 76 | 69 | 145 | 76 | 69 |
Profitability (%) | 54.5455 | 52.2013 | 56.875 | 54.5455 | 52.2013 | 56.875 |
Ratio Avg Win / Avg Loss | 1.0775 | 1.1804 | 0.9835 | 0.9737 | 1.0598 | 0.8945 |
Largest Winning Trade | 27241 | 27241 | 17180 | 45558 | 45558 | 26204 |
Largest Losing Trade | -13860 | -13860 | -11167 | -23825 | -23825 | -21188 |
Avg Bars in Trades | 77 | 77 | 76 | 77 | 77 | 76 |
Avg Bars in Winners | 64 | 66 | 63 | 64 | 66 | 63 |
Avg Bars in Losers | 92 | 90 | 94 | 92 | 90 | 94 |
Bars Traded | 24628 | 12367 | 12261 | 24628 | 12367 | 12261 |
Profit Streak | 4.3909 | 0 | 6.0576 | 4.3909 | 0 | 6.0576 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390663 | 229504 | 215013 | -27068 | -40612 | -16205 |
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{ "first_band": { "type": "midprice", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 229, "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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