Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606008.4316 | 575732.9698 | 30275.4618 | 447011.8271 | 320138.0127 | 126873.8144 |
Total P&L (%) | 606.0084 | 575.733 | 30.2755 | 447.0118 | 320.138 | 126.8738 |
Avg Daily Profit (%) | 0.2423 | 0.2302 | 0.0121 | 0.068 | 0.0574 | 0.0328 |
Buy And Hold Return (%) | 236.8431 | 236.8431 | 236.8431 | 236.8431 | 236.8431 | 236.8431 |
Max Trade Drawdown | -94469 | -86190 | -156374 | -134813 | -100727 | -117876 |
Profit Factor | 2.0224 | 2.8645 | 1.1066 | 1.9387 | 2.1375 | 1.6514 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 54.8387 | 52.1739 | 57.4468 | 54.8387 | 52.1739 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.6655 | 2.6258 | 0.8197 | 1.5966 | 1.9594 | 1.2232 |
Largest Winning Trade | 384665 | 384665 | 42473 | 197957 | 197957 | 63571 |
Largest Losing Trade | -55147 | -41723 | -55147 | -68202 | -68202 | -36739 |
Avg Bars in Trades | 75 | 105 | 47 | 75 | 105 | 47 |
Avg Bars in Winners | 69 | 84 | 56 | 69 | 84 | 56 |
Avg Bars in Losers | 83 | 127 | 35 | 83 | 127 | 35 |
Bars Traded | 7064 | 4837 | 2227 | 7064 | 4837 | 2227 |
Profit Streak | 153.083 | 153.083 | 446.7497 | 153.083 | 153.083 | 446.7497 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394798 | 384412 | -444922 | -103924 | -167637 | -310470 |
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 160, "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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