Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959362.5874 | 867066.9961 | 92295.5913 | 2613013.3101 | 2165161.3691 | 447851.941 |
Total P&L (%) | 959.3626 | 867.067 | 92.2956 | 2613.0133 | 2165.1614 | 447.8519 |
Avg Daily Profit (%) | 0.4605 | 0.4162 | 0.0443 | 0.1586 | 0.1499 | 0.0817 |
Buy And Hold Return (%) | 237.2507 | 237.2507 | 237.2507 | 237.2507 | 237.2507 | 237.2507 |
Max Trade Drawdown | -167406 | -123122 | -194456 | -2022407 | -1383065 | -808353 |
Profit Factor | 1.8176 | 2.4304 | 1.1627 | 1.4843 | 1.6597 | 1.2119 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 159 | 85 | 74 | 159 | 85 | 74 |
Profitability (%) | 42.5993 | 38.4058 | 46.7626 | 42.5993 | 38.4058 | 46.7626 |
Ratio Avg Win / Avg Loss | 2.4492 | 3.8979 | 1.3237 | 2.0001 | 2.6618 | 1.3798 |
Largest Winning Trade | 524749 | 524749 | 55799 | 2479797 | 2479797 | 506484 |
Largest Losing Trade | -33282 | -25431 | -33282 | -601477 | -601477 | -343204 |
Avg Bars in Trades | 89 | 69 | 109 | 89 | 69 | 109 |
Avg Bars in Winners | 122 | 89 | 150 | 122 | 89 | 150 |
Avg Bars in Losers | 64 | 56 | 72 | 64 | 56 | 72 |
Bars Traded | 24707 | 9531 | 15176 | 24707 | 9531 | 15176 |
Profit Streak | 4.2398 | 0 | 6.4065 | 4.2398 | 0 | 6.4065 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363719 | 262438 | -341807 | 308852 | 212469 | -92753 |
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{ "first_band": { "type": "midprice", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 45, "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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