Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634744.3037 | 497157.058 | 137587.2457 | 932684.0623 | 938725.7294 | -6041.6672 |
Total P&L (%) | 634.7443 | 497.1571 | 137.5872 | 932.6841 | 938.7257 | -6.0417 |
Avg Daily Profit (%) | 0.3048 | 0.2387 | 0.0661 | 0.1122 | 0.1125 | -0.003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118684 | -99434 | -84318 | -2129960 | -1817976 | -1670852 |
Profit Factor | 1.6012 | 1.8746 | 1.2823 | 1.0651 | 1.1188 | 0.9991 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 152 | 80 | 72 | 152 | 80 | 72 |
Profitability (%) | 43.0712 | 40.2985 | 45.8647 | 43.0712 | 40.2985 | 45.8647 |
Ratio Avg Win / Avg Loss | 2.1163 | 2.7773 | 1.5135 | 1.4077 | 1.6576 | 1.1792 |
Largest Winning Trade | 173933 | 173933 | 52336 | 1192629 | 1192629 | 604061 |
Largest Losing Trade | -40790 | -37487 | -40790 | -915057 | -704125 | -915057 |
Avg Bars in Trades | 92 | 82 | 103 | 92 | 82 | 103 |
Avg Bars in Winners | 140 | 129 | 150 | 140 | 129 | 150 |
Avg Bars in Losers | 56 | 49 | 63 | 56 | 49 | 63 |
Bars Traded | 24746 | 11012 | 13734 | 24746 | 11012 | 13734 |
Profit Streak | 0 | 0 | 8.2963 | 0 | 0 | 8.2963 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383983 | 271396 | -104766 | -193071 | -135102 | -580248 |
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{ "first_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 39, "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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