Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302632.647 | 343034.8133 | -40402.1663 | -43955.7779 | 19179.1597 | -63134.9376 |
Total P&L (%) | 302.6326 | 343.0348 | -40.4022 | -43.9558 | 19.1792 | -63.1349 |
Avg Daily Profit (%) | 0.1638 | 0.1857 | -0.0219 | -0.0313 | 0.0095 | -0.054 |
Buy And Hold Return (%) | 81.9674 | 81.9674 | 81.9674 | 81.9674 | 81.9674 | 81.9674 |
Max Trade Drawdown | -143176 | -97378 | -128022 | -504343 | -292101 | -236469 |
Profit Factor | 1.5441 | 2.8138 | 0.8899 | 0.9566 | 1.0494 | 0.8988 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 53.9683 | 59.375 | 48.3871 | 53.9683 | 59.375 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.3171 | 1.9253 | 0.9493 | 0.8159 | 0.718 | 0.9587 |
Largest Winning Trade | 181948 | 181948 | 62985 | 208657 | 75247 | 208657 |
Largest Losing Trade | -73956 | -37724 | -73956 | -172771 | -109743 | -172771 |
Avg Bars in Trades | 109 | 72 | 148 | 109 | 72 | 148 |
Avg Bars in Winners | 115 | 67 | 177 | 115 | 67 | 177 |
Avg Bars in Losers | 102 | 78 | 121 | 102 | 78 | 121 |
Bars Traded | 6904 | 2306 | 4598 | 6904 | 2306 | 4598 |
Profit Streak | 0 | 0 | 65.054 | 0 | 0 | 65.054 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144094 | 431796 | -580886 | -731263 | -512578 | -580886 |
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{ "first_band": { "type": "midprice", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 144, "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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