Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463976.9737 | 472621.852 | -8644.8783 | 99608.2052 | 100252.6146 | -644.4094 |
Total P&L (%) | 463.977 | 472.6219 | -8.6449 | 99.6082 | 100.2526 | -0.6444 |
Avg Daily Profit (%) | 0.2548 | 0.2596 | -0.0047 | 0.038 | 0.0381 | -0.0004 |
Buy And Hold Return (%) | 167.3037 | 167.3037 | 167.3037 | 167.3037 | 167.3037 | 167.3037 |
Max Trade Drawdown | -151544 | -149272 | -133363 | -575814 | -391163 | -316581 |
Profit Factor | 1.4637 | 1.8839 | 0.9814 | 1.0457 | 1.0827 | 0.9993 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 48.538 | 45.8824 | 51.1628 | 48.538 | 45.8824 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.5519 | 2.222 | 0.9368 | 1.1087 | 1.277 | 0.9539 |
Largest Winning Trade | 140223 | 140223 | 33559 | 149462 | 149462 | 143256 |
Largest Losing Trade | -48059 | -48059 | -45779 | -133375 | -129131 | -133375 |
Avg Bars in Trades | 60 | 86 | 34 | 60 | 86 | 34 |
Avg Bars in Winners | 65 | 96 | 38 | 65 | 96 | 38 |
Avg Bars in Losers | 55 | 77 | 31 | 55 | 77 | 31 |
Bars Traded | 10338 | 7334 | 3004 | 10338 | 7334 | 3004 |
Profit Streak | 84.2493 | 86.416 | 84.2493 | 84.2493 | 86.416 | 84.2493 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316758 | 283494 | -579586 | -476409 | -437839 | -579586 |
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 182, "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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