Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796692.2242 | 663605.1299 | 133087.0942 | 12508919.9559 | 15296708.5524 | -2787788.5965 |
Total P&L (%) | 796.6922 | 663.6051 | 133.0871 | 12508.92 | 15296.7086 | -2787.7886 |
Avg Daily Profit (%) | 0.3185 | 0.2653 | 0.0532 | 0.1936 | 0.2016 | 0 |
Buy And Hold Return (%) | 892.1562 | 892.1562 | 892.1562 | 892.1562 | 892.1562 | 892.1562 |
Max Trade Drawdown | -84578 | -82425 | -83160 | -4219872 | -1435922 | -4734081 |
Profit Factor | 3.0402 | 5.181 | 1.5742 | 2.1521 | 6.7434 | 0.6598 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 65.2778 | 69.4444 | 61.1111 | 65.2778 | 69.4444 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.6171 | 2.2797 | 1.0018 | 1.1448 | 2.9671 | 0.4199 |
Largest Winning Trade | 169904 | 169904 | 48560 | 6458840 | 6458840 | 973194 |
Largest Losing Trade | -68157 | -47462 | -68157 | -3003283 | -705425 | -3003283 |
Avg Bars in Trades | 63 | 74 | 52 | 63 | 74 | 52 |
Avg Bars in Winners | 72 | 73 | 70 | 72 | 73 | 70 |
Avg Bars in Losers | 47 | 77 | 24 | 47 | 77 | 24 |
Bars Traded | 4587 | 2694 | 1893 | 4587 | 2694 | 1893 |
Profit Streak | 210.854 | 291.354 | 210.854 | 210.854 | 291.354 | 210.854 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -231079 | -145767 | -283842 | -69194 | 722384 | -578747 |
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{ "first_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 161, "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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