Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338846.709 | 195704.8556 | 143141.8534 | 36273.2947 | 269660.1202 | -233386.8255 |
Total P&L (%) | 338.8467 | 195.7049 | 143.1419 | 36.2733 | 269.6601 | -233.3868 |
Avg Daily Profit (%) | 0.1777 | 0.1027 | 0.0751 | 0.0162 | 0.0686 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177185 | -129439 | -107577 | -778243 | -468395 | -594076 |
Profit Factor | 1.2517 | 1.2571 | 1.2447 | 1.0076 | 1.105 | 0.8936 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Losing Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Profitability (%) | 46.7836 | 46.7836 | 46.7836 | 46.7836 | 46.7836 | 46.7836 |
Ratio Avg Win / Avg Loss | 1.4238 | 1.43 | 1.4158 | 1.1462 | 1.257 | 1.0165 |
Largest Winning Trade | 142877 | 142877 | 46096 | 334527 | 334527 | 149584 |
Largest Losing Trade | -42234 | -30139 | -42234 | -319839 | -226050 | -319839 |
Avg Bars in Trades | 32 | 39 | 26 | 32 | 39 | 26 |
Avg Bars in Winners | 38 | 44 | 32 | 38 | 44 | 32 |
Avg Bars in Losers | 27 | 34 | 20 | 27 | 34 | 20 |
Bars Traded | 11161 | 6705 | 4457 | 11161 | 6705 | 4457 |
Profit Streak | 16.6899 | 16.6899 | 49.8566 | 16.6899 | 16.6899 | 49.8566 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334467 | -55958 | -92168 | -383790 | -206188 | -578327 |
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{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 89, "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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