Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053173.8591 | 916312.7713 | 136861.0878 | 687961.1394 | -227735.9053 | 915697.0447 |
Total P&L (%) | 1053.1739 | 916.3128 | 136.8611 | 687.9611 | -227.7359 | 915.697 |
Avg Daily Profit (%) | 0.5698 | 0.4958 | 0.074 | 0.1117 | 0 | 0.1255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154019 | -156296 | -86166 | -1318917 | -1452408 | -774323 |
Profit Factor | 3.4386 | 4.5288 | 1.7947 | 1.1853 | 0.9003 | 1.6408 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 44.8718 | 35.8974 | 53.8462 | 44.8718 | 35.8974 | 53.8462 |
Ratio Avg Win / Avg Loss | 4.2245 | 8.0871 | 1.5383 | 1.4562 | 1.6077 | 1.4064 |
Largest Winning Trade | 949515 | 949515 | 56330 | 975349 | 975349 | 497816 |
Largest Losing Trade | -38530 | -38530 | -32048 | -442532 | -442532 | -418109 |
Avg Bars in Trades | 69 | 61 | 76 | 69 | 61 | 76 |
Avg Bars in Winners | 105 | 104 | 107 | 105 | 104 | 107 |
Avg Bars in Losers | 38 | 38 | 40 | 38 | 38 | 40 |
Bars Traded | 5384 | 2411 | 2973 | 5384 | 2411 | 2973 |
Profit Streak | 0 | 0 | 40.5769 | 0 | 0 | 40.5769 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22997 | 451842 | -89606 | -100904 | -583463 | -21995 |
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{ "first_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 43, "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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