Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471145.8249 | 469933.3831 | 1212.4419 | -51025.1987 | 75620.0874 | -126645.2861 |
Total P&L (%) | 471.1458 | 469.9334 | 1.2124 | -51.0252 | 75.6201 | -126.6453 |
Avg Daily Profit (%) | 0.293 | 0.2923 | 0.0008 | -0.0444 | 0.035 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230860 | -165453 | -177401 | -751317 | -553576 | -558711 |
Profit Factor | 1.442 | 1.816 | 1.0025 | 0.9778 | 1.0596 | 0.8773 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 45.0867 | 39.5349 | 50.5747 | 45.0867 | 39.5349 | 50.5747 |
Ratio Avg Win / Avg Loss | 1.7562 | 2.7774 | 0.9797 | 1.1909 | 1.6206 | 0.8574 |
Largest Winning Trade | 331043 | 331043 | 35576 | 265837 | 265837 | 153285 |
Largest Losing Trade | -66198 | -46819 | -66198 | -177396 | -177396 | -167235 |
Avg Bars in Trades | 53 | 71 | 34 | 53 | 71 | 34 |
Avg Bars in Winners | 65 | 84 | 50 | 65 | 84 | 50 |
Avg Bars in Losers | 43 | 63 | 18 | 43 | 63 | 18 |
Bars Traded | 9188 | 6167 | 3021 | 9188 | 6167 | 3021 |
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 | 341067 | 268596 | -577298 | -580115 | -304345 | -581025 |
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{ "first_band": { "type": "wma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 159, "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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