Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806047.9248 | 657567.1821 | 148480.7427 | 10561577.5378 | 6131146.75 | 4430430.7878 |
Total P&L (%) | 806.0479 | 657.5672 | 148.4807 | 10561.5775 | 6131.1468 | 4430.4308 |
Avg Daily Profit (%) | 0.3223 | 0.2629 | 0.0594 | 0.1869 | 0.1654 | 0.1526 |
Buy And Hold Return (%) | 409.7478 | 409.7478 | 409.7478 | 409.7478 | 409.7478 | 409.7478 |
Max Trade Drawdown | -60007 | -35024 | -76836 | -2922266 | -1927695 | -3026247 |
Profit Factor | 3.0484 | 4.396 | 1.7429 | 1.9031 | 1.9233 | 1.8765 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 60 | 62.1622 | 57.8947 | 60 | 62.1622 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.0323 | 2.6758 | 1.2675 | 1.2687 | 1.1707 | 1.3648 |
Largest Winning Trade | 258098 | 258098 | 59560 | 2867216 | 2867216 | 1612187 |
Largest Losing Trade | -31320 | -31320 | -26378 | -1235701 | -1235701 | -968211 |
Avg Bars in Trades | 63 | 94 | 33 | 63 | 94 | 33 |
Avg Bars in Winners | 75 | 101 | 48 | 75 | 101 | 48 |
Avg Bars in Losers | 44 | 81 | 11 | 44 | 81 | 11 |
Bars Traded | 4742 | 3487 | 1255 | 4742 | 3487 | 1255 |
Profit Streak | 141.1743 | 141.1743 | 329.1743 | 141.1743 | 141.1743 | 329.1743 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50553 | 308059 | -274851 | -47924 | 447695 | 448723 |
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{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 142, "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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