Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890360.7613 | 712978.0742 | 177382.6871 | 23752454.2566 | 18649539.1249 | 5102915.1317 |
Total P&L (%) | 890.3608 | 712.9781 | 177.3827 | 23752.4543 | 18649.5391 | 5102.9151 |
Avg Daily Profit (%) | 0.356 | 0.2851 | 0.0709 | 0.2191 | 0.2095 | 0.1581 |
Buy And Hold Return (%) | 817.7634 | 817.7634 | 817.7634 | 817.7634 | 817.7634 | 817.7634 |
Max Trade Drawdown | -88720 | -79809 | -62277 | -1828812 | -1240794 | -1832646 |
Profit Factor | 3.5028 | 4.917 | 2.0211 | 5.0239 | 8.5746 | 2.4831 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 68.1159 | 70.5882 | 65.7143 | 68.1159 | 70.5882 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.6396 | 2.0487 | 1.0545 | 2.3516 | 3.5727 | 1.2955 |
Largest Winning Trade | 187326 | 187326 | 55237 | 7700056 | 7700056 | 3870805 |
Largest Losing Trade | -62277 | -48737 | -62277 | -1463597 | -591512 | -1463597 |
Avg Bars in Trades | 66 | 80 | 52 | 66 | 80 | 52 |
Avg Bars in Winners | 75 | 77 | 72 | 75 | 77 | 72 |
Avg Bars in Losers | 47 | 88 | 13 | 47 | 88 | 13 |
Bars Traded | 4583 | 2743 | 1840 | 4583 | 2743 | 1840 |
Profit Streak | 296.5559 | 444.0559 | 296.5559 | 296.5559 | 444.0559 | 296.5559 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -224330 | -145252 | -257912 | -86226 | 744236 | 510105 |
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 133, "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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