Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1514593.9562 | 1524929.0255 | -10335.0693 | 42186.5503 | 713574.2797 | -671387.7294 |
Total P&L (%) | 1514.594 | 1524.929 | -10.3351 | 42.1866 | 713.5743 | -671.3877 |
Avg Daily Profit (%) | 0.8183 | 0.8238 | -0.0056 | 0.019 | 0.1133 | 0 |
Buy And Hold Return (%) | 77.9116 | 77.9116 | 77.9116 | 77.9116 | 77.9116 | 77.9116 |
Max Trade Drawdown | -157936 | -162454 | -66713 | -2708982 | -2279177 | -880600 |
Profit Factor | 3.4974 | 5.197 | 0.9575 | 1.0069 | 1.1835 | 0.6966 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 41.0959 | 43.2432 | 38.8889 | 41.0959 | 43.2432 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.0129 | 6.8211 | 1.5046 | 1.4432 | 1.5533 | 1.0947 |
Largest Winning Trade | 1500725 | 1500725 | 46714 | 1841284 | 1841284 | 268402 |
Largest Losing Trade | -46237 | -46237 | -35094 | -917034 | -917034 | -335973 |
Avg Bars in Trades | 72 | 81 | 62 | 72 | 81 | 62 |
Avg Bars in Winners | 100 | 92 | 109 | 100 | 92 | 109 |
Avg Bars in Losers | 53 | 73 | 33 | 53 | 73 | 33 |
Bars Traded | 5291 | 3027 | 2264 | 5291 | 3027 | 2264 |
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 | -59868 | 666140 | -582323 | -625891 | -61530 | -583434 |
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{ "first_band": { "type": "wma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 113, "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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