Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336480.8718 | 238880.0855 | 97600.7863 | 158084.6836 | -201652.189 | 359736.8726 |
Total P&L (%) | 336.4809 | 238.8801 | 97.6008 | 158.0847 | -201.6522 | 359.7369 |
Avg Daily Profit (%) | 0.1754 | 0.1245 | 0.0509 | 0.0494 | 0 | 0.0796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147141 | -174113 | -68300 | -636452 | -745165 | -145814 |
Profit Factor | 1.6113 | 1.6836 | 1.4856 | 1.0958 | 0.8265 | 1.7366 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 53.7634 | 45.6522 | 61.7021 | 53.7634 | 45.6522 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.3857 | 2.0043 | 0.9221 | 0.9424 | 0.9839 | 1.0779 |
Largest Winning Trade | 127228 | 127228 | 38496 | 292700 | 292700 | 192804 |
Largest Losing Trade | -51280 | -43555 | -51280 | -157132 | -157132 | -114089 |
Avg Bars in Trades | 56 | 85 | 26 | 56 | 85 | 26 |
Avg Bars in Winners | 59 | 100 | 30 | 59 | 100 | 30 |
Avg Bars in Losers | 51 | 73 | 21 | 51 | 73 | 21 |
Bars Traded | 5208 | 3946 | 1262 | 5208 | 3946 | 1262 |
Profit Streak | 129.7271 | 129.7271 | 459.3938 | 129.7271 | 129.7271 | 459.3938 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414125 | -24241 | -122168 | -241571 | -581435 | -81305 |
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{ "first_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 136, "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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