Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1079081.9887 | 970486.2059 | 108595.7828 | 324753.6465 | 670986.6367 | -346232.9902 |
Total P&L (%) | 1079.082 | 970.4862 | 108.5958 | 324.7536 | 670.9866 | -346.233 |
Avg Daily Profit (%) | 0.583 | 0.5243 | 0.0587 | 0.0782 | 0.1104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117246 | -149256 | -63671 | -973353 | -408596 | -317029 |
Profit Factor | 2.9375 | 4.1207 | 1.4415 | 1.1441 | 1.6827 | 0.7275 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 44.9438 | 37.7778 | 52.2727 | 44.9438 | 37.7778 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.5984 | 6.787 | 1.3162 | 1.4015 | 2.7715 | 0.6643 |
Largest Winning Trade | 993515 | 993515 | 57152 | 993515 | 993515 | 210570 |
Largest Losing Trade | -53486 | -34816 | -53486 | -584887 | -177086 | -584887 |
Avg Bars in Trades | 40 | 39 | 40 | 40 | 39 | 40 |
Avg Bars in Winners | 59 | 61 | 58 | 59 | 61 | 58 |
Avg Bars in Losers | 24 | 26 | 21 | 24 | 26 | 21 |
Bars Traded | 3579 | 1784 | 1795 | 3579 | 1784 | 1795 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546900 | 477813 | -113279 | -152322 | -46679 | -580424 |
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{ "first_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "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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