Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845894.577 | 760955.4487 | 84939.1283 | 4816179.1337 | 6512391.8165 | -1696212.6828 |
Total P&L (%) | 845.8946 | 760.9554 | 84.9391 | 4816.1791 | 6512.3918 | -1696.2127 |
Avg Daily Profit (%) | 0.3848 | 0.3461 | 0.0386 | 0.1773 | 0.1908 | 0 |
Buy And Hold Return (%) | 659.6406 | 659.6406 | 659.6406 | 659.6406 | 659.6406 | 659.6406 |
Max Trade Drawdown | -110556 | -71768 | -168379 | -5983958 | -3066647 | -3366270 |
Profit Factor | 1.9501 | 3.0957 | 1.1611 | 1.4441 | 2.3227 | 0.7135 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Losing Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Profitability (%) | 48.2412 | 50 | 46.4646 | 48.2412 | 50 | 46.4646 |
Ratio Avg Win / Avg Loss | 2.0923 | 3.0957 | 1.3378 | 1.5494 | 2.3227 | 0.8221 |
Largest Winning Trade | 161650 | 161650 | 67163 | 4668127 | 4668127 | 687366 |
Largest Losing Trade | -46694 | -28585 | -46694 | -1621760 | -1536803 | -1621760 |
Avg Bars in Trades | 64 | 45 | 84 | 64 | 45 | 84 |
Avg Bars in Winners | 88 | 58 | 121 | 88 | 58 | 121 |
Avg Bars in Losers | 42 | 32 | 53 | 42 | 32 | 53 |
Bars Traded | 12896 | 4506 | 8390 | 12896 | 4506 | 8390 |
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 | -64254 | -103080 | -352049 | 369995 | 435415 | -582443 |
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{ "first_band": { "type": "midprice", "factors": { "length": 89, "offset": 36 } }, "second_band": { "type": "wma", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 89, "offset": 36 } }, "second_band": { "type": "wma", "factors": { "length": 154, "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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