Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118293.2811 | 880859.3731 | 237433.9079 | 104460438.38 | 87529783.167 | 16930655.2131 |
Total P&L (%) | 1118.2933 | 880.8594 | 237.4339 | 104460.4384 | 87529.7832 | 16930.6552 |
Avg Daily Profit (%) | 0.4472 | 0.3523 | 0.095 | 0.2784 | 0.2713 | 0.2057 |
Buy And Hold Return (%) | 788.4154 | 788.4154 | 788.4154 | 788.4154 | 788.4154 | 788.4154 |
Max Trade Drawdown | -70573 | -69753 | -38509 | -13532060 | -7611407 | -6172902 |
Profit Factor | 5.091 | 6.2653 | 3.2387 | 5.4954 | 7.0877 | 2.9111 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 64.3836 | 69.4444 | 59.4595 | 64.3836 | 69.4444 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.8163 | 2.7567 | 2.2082 | 3.04 | 3.1186 | 1.9849 |
Largest Winning Trade | 339515 | 339515 | 49969 | 49913133 | 49913133 | 6272383 |
Largest Losing Trade | -40348 | -40348 | -20877 | -4176189 | -4176189 | -3320587 |
Avg Bars in Trades | 62 | 80 | 45 | 62 | 80 | 45 |
Avg Bars in Winners | 75 | 83 | 65 | 75 | 83 | 65 |
Avg Bars in Losers | 40 | 71 | 17 | 40 | 71 | 17 |
Bars Traded | 4578 | 2887 | 1691 | 4578 | 2887 | 1691 |
Profit Streak | 101.9823 | 138.9823 | 101.9823 | 101.9823 | 138.9823 | 101.9823 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90771 | -108342 | -223994 | -56310 | 729529 | 555732 |
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{ "first_band": { "type": "wma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 128, "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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