Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506897.3877 | 1535484.5516 | -28587.164 | 114046.7604 | 551191.7319 | -437144.9715 |
Total P&L (%) | 1506.8974 | 1535.4846 | -28.5872 | 114.0468 | 551.1917 | -437.145 |
Avg Daily Profit (%) | 0.8011 | 0.8163 | -0.0152 | 0.0405 | 0.0997 | 0 |
Buy And Hold Return (%) | 289.9014 | 289.9014 | 289.9014 | 289.9014 | 289.9014 | 289.9014 |
Max Trade Drawdown | -225064 | -108502 | -116951 | -1666136 | -1098099 | -735998 |
Profit Factor | 2.6298 | 3.7227 | 0.9207 | 1.0215 | 1.1677 | 0.7828 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 50 | 47.2973 | 52.7027 | 50 | 47.2973 | 52.7027 |
Ratio Avg Win / Avg Loss | 2.6298 | 4.1482 | 0.8263 | 1.0215 | 1.3011 | 0.7025 |
Largest Winning Trade | 1243581 | 1243581 | 30930 | 1243581 | 1243581 | 191859 |
Largest Losing Trade | -50439 | -45427 | -50439 | -616866 | -369109 | -616866 |
Avg Bars in Trades | 36 | 47 | 25 | 36 | 47 | 25 |
Avg Bars in Winners | 43 | 58 | 29 | 43 | 58 | 29 |
Avg Bars in Losers | 29 | 37 | 20 | 29 | 37 | 20 |
Bars Traded | 5369 | 3491 | 1876 | 5369 | 3491 | 1876 |
Profit Streak | 0 | 62.5831 | 0 | 0 | 62.5831 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 625420 | -45217 | -644607 | -501093 | -167284 | -644607 |
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{ "first_band": { "type": "wma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "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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