Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658575.5334 | 516662.9112 | 141912.6222 | 841911.0673 | 737325.6251 | 104585.4422 |
Total P&L (%) | 658.5755 | 516.6629 | 141.9126 | 841.9111 | 737.3256 | 104.5854 |
Avg Daily Profit (%) | 0.3717 | 0.2916 | 0.0801 | 0.1266 | 0.12 | 0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172009 | -166790 | -81118 | -2193111 | -1677872 | -1004888 |
Profit Factor | 1.6224 | 1.8612 | 1.3097 | 1.0958 | 1.1411 | 1.0294 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 51.3966 | 49.4382 | 53.3333 | 51.3966 | 49.4382 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5342 | 1.9035 | 1.146 | 1.0363 | 1.1671 | 0.9007 |
Largest Winning Trade | 132500 | 132500 | 54295 | 1360229 | 1360229 | 474106 |
Largest Losing Trade | -47133 | -43832 | -47133 | -690825 | -690825 | -567979 |
Avg Bars in Trades | 29 | 40 | 18 | 29 | 40 | 18 |
Avg Bars in Winners | 34 | 46 | 23 | 34 | 46 | 23 |
Avg Bars in Losers | 23 | 34 | 12 | 23 | 34 | 12 |
Bars Traded | 5225 | 3578 | 1647 | 5225 | 3578 | 1647 |
Profit Streak | 70.6245 | 74.6245 | 70.6245 | 70.6245 | 74.6245 | 70.6245 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558144 | 474879 | -84107 | -135727 | -96849 | -327055 |
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{ "first_band": { "type": "wma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 72, "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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