Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1305242.6234 | 1198485.8016 | 106756.8218 | 2010439.3574 | 677139.0247 | 1333300.3327 |
Total P&L (%) | 1305.2426 | 1198.4858 | 106.7568 | 2010.4394 | 677.139 | 1333.3003 |
Avg Daily Profit (%) | 0.7059 | 0.6482 | 0.0577 | 0.1651 | 0.111 | 0.1441 |
Buy And Hold Return (%) | 47.8557 | 47.8557 | 47.8557 | 47.8557 | 47.8557 | 47.8557 |
Max Trade Drawdown | -119537 | -71137 | -82554 | -2576767 | -2074675 | -1086591 |
Profit Factor | 3.3197 | 4.998 | 1.4061 | 1.2408 | 1.1326 | 1.4112 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 44.7059 | 44.186 | 45.2381 | 44.7059 | 44.186 | 45.2381 |
Ratio Avg Win / Avg Loss | 4.1059 | 6.3133 | 1.7021 | 1.5346 | 1.4306 | 1.7083 |
Largest Winning Trade | 976538 | 976538 | 65842 | 1238689 | 1238689 | 1030577 |
Largest Losing Trade | -46077 | -46077 | -37314 | -638568 | -638568 | -559604 |
Avg Bars in Trades | 60 | 48 | 72 | 60 | 48 | 72 |
Avg Bars in Winners | 86 | 60 | 112 | 86 | 60 | 112 |
Avg Bars in Losers | 39 | 39 | 38 | 39 | 39 | 38 |
Bars Traded | 5124 | 2100 | 3024 | 5124 | 2100 | 3024 |
Profit Streak | 0 | 0 | 319.7224 | 0 | 0 | 319.7224 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607576 | 628263 | -119792 | 242652 | -121368 | 41786 |
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{ "first_band": { "type": "midprice", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 28, "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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