Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537507.2228 | 253886.0761 | 283621.1467 | -194002.7407 | 27732.3156 | -221735.0563 |
Total P&L (%) | 537.5072 | 253.8861 | 283.6211 | -194.0027 | 27.7323 | -221.7351 |
Avg Daily Profit (%) | 0.3245 | 0.1533 | 0.1712 | 0 | 0.0148 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116270 | -151499 | -109452 | -480569 | -138213 | -362617 |
Profit Factor | 1.2873 | 1.2698 | 1.305 | 0.8615 | 1.0483 | 0.7317 |
Total Trades | 609 | 305 | 304 | 609 | 305 | 304 |
Winning Trades | 302 | 139 | 163 | 311 | 167 | 144 |
Losing Trades | 307 | 166 | 141 | 298 | 138 | 160 |
Profitability (%) | 49.5895 | 45.5738 | 53.6184 | 51.0673 | 54.7541 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.3086 | 1.5165 | 1.1288 | 0.8255 | 0.8662 | 0.813 |
Largest Winning Trade | 66023 | 66023 | 39714 | 43637 | 43637 | 32385 |
Largest Losing Trade | -103053 | -30205 | -103053 | -209896 | -50917 | -209896 |
Avg Bars in Trades | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Winners | 8 | 7 | 8 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 8 | 8 | 9 |
Bars Traded | 4920 | 2328 | 2592 | 4920 | 2328 | 2592 |
Profit Streak | 0 | 0 | 13.3653 | 4.6987 | 13.032 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446670 | 281812 | 372566 | -576746 | -342489 | -580489 |
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{ "first_band": { "type": "midprice", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 15, "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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