Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274620.7901 | 371013.843 | -96393.053 | -97650.2067 | -284120.1799 | 186469.9732 |
Total P&L (%) | 274.6208 | 371.0138 | -96.3931 | -97.6502 | -284.1202 | 186.47 |
Avg Daily Profit (%) | 0.1865 | 0.252 | -0.0655 | -0.2544 | 0 | 0.0715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -330867 | -203889 | -181354 | -792429 | -807487 | -107514 |
Profit Factor | 1.3104 | 1.6959 | 0.7258 | 0.9187 | 0.7024 | 1.7552 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 38.0435 | 41.3043 | 34.7826 | 38.0435 | 41.3043 | 34.7826 |
Ratio Avg Win / Avg Loss | 2.1341 | 2.41 | 1.3609 | 1.4962 | 0.9982 | 3.2909 |
Largest Winning Trade | 522564 | 522564 | 42629 | 522564 | 522564 | 168221 |
Largest Losing Trade | -65139 | -65139 | -38969 | -416937 | -416937 | -98315 |
Avg Bars in Trades | 62 | 95 | 29 | 62 | 95 | 29 |
Avg Bars in Winners | 62 | 76 | 47 | 62 | 76 | 47 |
Avg Bars in Losers | 62 | 108 | 20 | 62 | 108 | 20 |
Bars Traded | 5750 | 4382 | 1368 | 5750 | 4382 | 1368 |
Profit Streak | 22.7058 | 68.4558 | 22.7058 | 22.7058 | 68.4558 | 22.7058 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 194405 | 321838 | -584130 | -582475 | -583116 | -99164 |
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{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 136, "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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