Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308385.5722 | 270307.6507 | 38077.9214 | 17239.8559 | 45686.1834 | -28446.3275 |
Total P&L (%) | 308.3856 | 270.3077 | 38.0779 | 17.2399 | 45.6862 | -28.4463 |
Avg Daily Profit (%) | 0.166 | 0.1455 | 0.0205 | 0.0086 | 0.0203 | -0.018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213277 | -86975 | -145808 | -778669 | -400209 | -504757 |
Profit Factor | 1.3859 | 1.792 | 1.0831 | 1.0087 | 1.0486 | 0.9729 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 51.7986 | 47.1429 | 56.5217 | 51.7986 | 47.1429 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.2896 | 2.0093 | 0.8332 | 0.9386 | 1.1757 | 0.7484 |
Largest Winning Trade | 99762 | 99762 | 67600 | 154343 | 154343 | 141454 |
Largest Losing Trade | -50377 | -47529 | -50377 | -175520 | -175520 | -138037 |
Avg Bars in Trades | 51 | 38 | 64 | 51 | 38 | 64 |
Avg Bars in Winners | 59 | 36 | 79 | 59 | 36 | 79 |
Avg Bars in Losers | 42 | 40 | 43 | 42 | 40 | 43 |
Bars Traded | 7121 | 2692 | 4429 | 7121 | 2692 | 4429 |
Profit Streak | 0 | 0 | 43.2794 | 0 | 0 | 43.2794 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307459 | -90920 | -398876 | -402181 | -430113 | -681060 |
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{ "first_band": { "type": "midprice", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 66, "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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