Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696163.6646 | 540072.6938 | 156090.9709 | 4524615.0426 | 1122351.6967 | 3402263.3459 |
Total P&L (%) | 696.1637 | 540.0727 | 156.091 | 4524.615 | 1122.3517 | 3402.2633 |
Avg Daily Profit (%) | 0.3836 | 0.2976 | 0.086 | 0.2115 | 0.138 | 0.1961 |
Buy And Hold Return (%) | 174.7008 | 174.7008 | 174.7008 | 174.7008 | 174.7008 | 174.7008 |
Max Trade Drawdown | -77609 | -106994 | -85606 | -1996959 | -2393913 | -279838 |
Profit Factor | 2.1837 | 2.7454 | 1.5601 | 2.0211 | 1.3318 | 4.2442 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 57.4713 | 60.4651 | 54.5455 | 57.4713 | 60.4651 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6159 | 1.7951 | 1.3 | 1.4956 | 0.8708 | 3.5369 |
Largest Winning Trade | 86529 | 86529 | 34015 | 1515272 | 1515272 | 814386 |
Largest Losing Trade | -50150 | -38187 | -50150 | -1690217 | -1690217 | -240884 |
Avg Bars in Trades | 79 | 116 | 42 | 79 | 116 | 42 |
Avg Bars in Winners | 92 | 121 | 61 | 92 | 121 | 61 |
Avg Bars in Losers | 61 | 110 | 19 | 61 | 110 | 19 |
Bars Traded | 6895 | 5026 | 1869 | 6895 | 5026 | 1869 |
Profit Streak | 78.2959 | 136.2959 | 78.2959 | 78.2959 | 136.2959 | 78.2959 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492848 | 484137 | -241037 | 469081 | -7765 | 592227 |
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{ "first_band": { "type": "wma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 177, "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) |
---|