Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804551.7299 | 608985.2098 | 195566.5201 | 15628240.6007 | 9633483.0782 | 5994757.5225 |
Total P&L (%) | 804.5517 | 608.9852 | 195.5665 | 15628.2406 | 9633.4831 | 5994.7575 |
Avg Daily Profit (%) | 0.3216 | 0.2434 | 0.0782 | 0.2024 | 0.1831 | 0.1644 |
Buy And Hold Return (%) | 361.4617 | 361.4617 | 361.4617 | 361.4617 | 361.4617 | 361.4617 |
Max Trade Drawdown | -72965 | -87575 | -69029 | -1804968 | -1804968 | -793285 |
Profit Factor | 3.0177 | 3.9677 | 2.0104 | 3.9513 | 3.7274 | 4.4 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 69.1358 | 67.5 | 70.7317 | 69.1358 | 67.5 | 70.7317 |
Ratio Avg Win / Avg Loss | 1.3472 | 1.9104 | 0.8319 | 1.764 | 1.7947 | 1.8207 |
Largest Winning Trade | 143512 | 143512 | 35602 | 5655274 | 5655274 | 3041968 |
Largest Losing Trade | -44575 | -35277 | -44575 | -1804968 | -1804968 | -530278 |
Avg Bars in Trades | 87 | 107 | 68 | 87 | 107 | 68 |
Avg Bars in Winners | 73 | 73 | 73 | 73 | 73 | 73 |
Avg Bars in Losers | 118 | 177 | 54 | 118 | 177 | 54 |
Bars Traded | 7090 | 4291 | 2799 | 7090 | 4291 | 2799 |
Profit Streak | 142.2571 | 142.2571 | 312.2571 | 142.2571 | 142.2571 | 312.2571 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3821 | 335681 | -249232 | 104974 | 634448 | 690429 |
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{ "first_band": { "type": "wma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 207, "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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