Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156154.6562 | 1081878.124 | 74276.5322 | 2827690.9299 | 3488171.227 | -660480.2971 |
Total P&L (%) | 1156.1547 | 1081.8781 | 74.2765 | 2827.6909 | 3488.1712 | -660.4803 |
Avg Daily Profit (%) | 0.5254 | 0.4916 | 0.0338 | 0.1536 | 0.1628 | 0 |
Buy And Hold Return (%) | 559.9825 | 559.9825 | 559.9825 | 559.9825 | 559.9825 | 559.9825 |
Max Trade Drawdown | -144056 | -58386 | -114439 | -2176679 | -1270340 | -1220392 |
Profit Factor | 3.5688 | 5.8432 | 1.3277 | 1.7111 | 2.89 | 0.6901 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 43.2836 | 41.1765 | 45.4545 | 43.2836 | 41.1765 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.6764 | 8.3474 | 1.5932 | 2.2421 | 4.1286 | 0.8281 |
Largest Winning Trade | 462299 | 462299 | 64928 | 3562877 | 3562877 | 646886 |
Largest Losing Trade | -78554 | -42537 | -78554 | -1174145 | -741374 | -1174145 |
Avg Bars in Trades | 94 | 76 | 112 | 94 | 76 | 112 |
Avg Bars in Winners | 162 | 134 | 187 | 162 | 134 | 187 |
Avg Bars in Losers | 42 | 36 | 49 | 42 | 36 | 49 |
Bars Traded | 6317 | 2607 | 3710 | 6317 | 2607 | 3710 |
Profit Streak | 88.9037 | 129.9037 | 0 | 88.9037 | 129.9037 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112225 | 313927 | -314009 | -113747 | 354342 | -582570 |
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{ "first_band": { "type": "midprice", "factors": { "length": 51, "offset": 66 } }, "second_band": { "type": "wma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 51, "offset": 66 } }, "second_band": { "type": "wma", "factors": { "length": 28, "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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