Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350896.0182 | 228593.4467 | 122302.5715 | 104809.8807 | -46325.3997 | 151135.2803 |
Total P&L (%) | 350.896 | 228.5934 | 122.3026 | 104.8099 | -46.3254 | 151.1353 |
Avg Daily Profit (%) | 0.1846 | 0.1203 | 0.0643 | 0.0377 | -0.0327 | 0.0485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123934 | -151519 | -123479 | -311889 | -325306 | -136303 |
Profit Factor | 1.6147 | 1.6595 | 1.5454 | 1.1178 | 0.9227 | 1.5195 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 49.4505 | 44.4444 | 54.3478 | 49.4505 | 44.4444 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.6506 | 2.0744 | 1.2981 | 1.1426 | 1.1533 | 1.2763 |
Largest Winning Trade | 152240 | 152240 | 61570 | 96199 | 96199 | 78805 |
Largest Losing Trade | -61394 | -61394 | -45549 | -127669 | -127669 | -39347 |
Avg Bars in Trades | 75 | 106 | 44 | 75 | 106 | 44 |
Avg Bars in Winners | 85 | 122 | 56 | 85 | 122 | 56 |
Avg Bars in Losers | 65 | 94 | 30 | 65 | 94 | 30 |
Bars Traded | 6862 | 4798 | 2064 | 6862 | 4798 | 2064 |
Profit Streak | 74.8302 | 0 | 75.0802 | 74.8302 | 0 | 75.0802 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400794 | -31404 | -104235 | -232895 | -581205 | -125576 |
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{ "first_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 162, "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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