Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1343958.3089 | 1259050.9829 | 84907.326 | 4472698.5442 | 1035136.2775 | 3437562.2667 |
Total P&L (%) | 1343.9583 | 1259.051 | 84.9073 | 4472.6985 | 1035.1363 | 3437.5623 |
Avg Daily Profit (%) | 0.7154 | 0.6702 | 0.0452 | 0.2037 | 0.1294 | 0.19 |
Buy And Hold Return (%) | 455.9152 | 455.9152 | 455.9152 | 455.9152 | 455.9152 | 455.9152 |
Max Trade Drawdown | -94534 | -71923 | -90737 | -7319844 | -5796233 | -3728702 |
Profit Factor | 2.6381 | 4.0533 | 1.2081 | 1.1387 | 1.0633 | 1.2162 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 33.5294 | 27.0588 | 40 | 33.5294 | 27.0588 | 40 |
Ratio Avg Win / Avg Loss | 5.2299 | 10.9264 | 1.8121 | 2.2573 | 2.8662 | 1.8243 |
Largest Winning Trade | 548370 | 548370 | 59925 | 5948490 | 5948490 | 3888811 |
Largest Losing Trade | -38685 | -21640 | -38685 | -1383565 | -1147389 | -1383565 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 84 | 75 | 90 | 84 | 75 | 90 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 7395 | 3337 | 4058 | 7395 | 3337 | 4058 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316893 | -5232 | -301899 | -64345 | -195820 | 159113 |
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{ "first_band": { "type": "wma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 15, "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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