Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409451.4236 | 355731.7529 | 53719.6707 | 37570.2889 | 480163.2415 | -442592.9526 |
Total P&L (%) | 409.4514 | 355.7318 | 53.7197 | 37.5703 | 480.1632 | -442.593 |
Avg Daily Profit (%) | 0.2531 | 0.2199 | 0.0332 | 0.0197 | 0.1087 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162683 | -159357 | -149616 | -594831 | -171418 | -613339 |
Profit Factor | 1.6922 | 2.1011 | 1.2001 | 1.0311 | 1.9972 | 0.3908 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 43.9024 | 41.4634 | 46.3415 | 43.9024 | 41.4634 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.1622 | 2.9663 | 1.3896 | 1.3175 | 2.8195 | 0.4525 |
Largest Winning Trade | 232155 | 232155 | 52137 | 326498 | 326498 | 46955 |
Largest Losing Trade | -69694 | -46349 | -69694 | -296897 | -100845 | -296897 |
Avg Bars in Trades | 228 | 214 | 241 | 228 | 214 | 241 |
Avg Bars in Winners | 359 | 362 | 356 | 359 | 362 | 356 |
Avg Bars in Losers | 125 | 109 | 143 | 125 | 109 | 143 |
Bars Traded | 18711 | 8791 | 9920 | 18711 | 8791 | 9920 |
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 | 4747 | 306076 | -151537 | -366423 | -47335 | -582165 |
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 209 } }, "second_band": { "type": "midprice", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 209 } }, "second_band": { "type": "midprice", "factors": { "length": 73, "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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