Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587111.9741 | 596613.0736 | -9501.0995 | 47788.6276 | 80654.5206 | -32865.893 |
Total P&L (%) | 587.112 | 596.6131 | -9.5011 | 47.7886 | 80.6545 | -32.8659 |
Avg Daily Profit (%) | 0.2339 | 0.2377 | -0.0038 | 0.0156 | 0.0236 | -0.0159 |
Buy And Hold Return (%) | 263.2067 | 263.2067 | 263.2067 | 263.2067 | 263.2067 | 263.2067 |
Max Trade Drawdown | -123922 | -101511 | -182609 | -131464 | -85552 | -107009 |
Profit Factor | 1.8798 | 2.7006 | 0.97 | 1.175 | 1.6359 | 0.7753 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 52.6316 | 48.9362 | 56.25 | 52.6316 | 48.9362 | 56.25 |
Ratio Avg Win / Avg Loss | 1.6918 | 2.8181 | 0.7544 | 1.0575 | 1.7071 | 0.603 |
Largest Winning Trade | 443773 | 443773 | 38766 | 52055 | 52055 | 23966 |
Largest Losing Trade | -78734 | -37482 | -78734 | -51561 | -51561 | -36783 |
Avg Bars in Trades | 74 | 100 | 49 | 74 | 100 | 49 |
Avg Bars in Winners | 76 | 97 | 58 | 76 | 97 | 58 |
Avg Bars in Losers | 72 | 103 | 37 | 72 | 103 | 37 |
Bars Traded | 7068 | 4709 | 2359 | 7068 | 4709 | 2359 |
Profit Streak | 165.2845 | 165.2845 | 469.9511 | 165.2845 | 165.2845 | 469.9511 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305718 | 311326 | -578506 | -363903 | -323823 | -578506 |
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{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 160, "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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