Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817809.2916 | 643338.5032 | 174470.7885 | 2159362.511 | 3840959.8369 | -1681597.3259 |
Total P&L (%) | 817.8093 | 643.3385 | 174.4708 | 2159.3625 | 3840.9598 | -1681.5973 |
Avg Daily Profit (%) | 0.3444 | 0.2709 | 0.0735 | 0.1314 | 0.1548 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132018 | -102488 | -174237 | -4152696 | -2694861 | -3996725 |
Profit Factor | 1.4774 | 1.7595 | 1.2014 | 1.0609 | 1.2135 | 0.9037 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 167 | 77 | 90 | 167 | 77 | 90 |
Losing Trades | 204 | 109 | 95 | 204 | 109 | 95 |
Profitability (%) | 45.0135 | 41.3978 | 48.6486 | 45.0135 | 41.3978 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.8047 | 2.4908 | 1.2682 | 1.296 | 1.7178 | 0.9539 |
Largest Winning Trade | 144129 | 144129 | 62642 | 1934843 | 1934843 | 814992 |
Largest Losing Trade | -45406 | -28037 | -45406 | -1153996 | -1071019 | -1153996 |
Avg Bars in Trades | 37 | 32 | 43 | 37 | 32 | 43 |
Avg Bars in Winners | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 14055 | 6059 | 7997 | 14055 | 6059 | 7997 |
Profit Streak | 0 | 0 | 5.4895 | 0 | 0 | 5.4895 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415835 | 325910 | -94774 | -170764 | 194079 | -580183 |
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{ "first_band": { "type": "midprice", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 19, "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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