Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230372.5174 | 105236.119 | 125136.3984 | 353004.5037 | 70823.2051 | 282181.2986 |
Total P&L (%) | 230.3725 | 105.2361 | 125.1364 | 353.0045 | 70.8232 | 282.1813 |
Avg Daily Profit (%) | 0.25 | 0.1142 | 0.1358 | 0.1641 | 0.0581 | 0.1456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47130 | -53230 | -40827 | -230047 | -253778 | -205582 |
Profit Factor | 1.7962 | 1.5551 | 2.2544 | 1.3854 | 1.1206 | 1.8584 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 56.1224 | 51.0204 | 61.2245 | 56.1224 | 51.0204 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.4043 | 1.4929 | 1.4278 | 1.0831 | 1.0758 | 1.177 |
Largest Winning Trade | 78639 | 78639 | 30984 | 162214 | 162214 | 79458 |
Largest Losing Trade | -25498 | -23174 | -25498 | -144712 | -126084 | -144712 |
Avg Bars in Trades | 26 | 34 | 17 | 26 | 34 | 17 |
Avg Bars in Winners | 36 | 51 | 23 | 36 | 51 | 23 |
Avg Bars in Losers | 13 | 17 | 9 | 13 | 17 | 9 |
Bars Traded | 2583 | 1704 | 878 | 2583 | 1704 | 878 |
Profit Streak | 63.3453 | 63.3453 | 73.6786 | 63.3453 | 63.3453 | 73.6786 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455421 | -38079 | -6144 | 368134 | -202363 | 221970 |
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{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 77, "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) |
---|