Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429054.0264 | 349182.205 | 79871.8215 | 516832.5893 | 138974.0399 | 377858.5494 |
Total P&L (%) | 429.054 | 349.1822 | 79.8718 | 516.8326 | 138.974 | 377.8585 |
Avg Daily Profit (%) | 0.1831 | 0.149 | 0.0341 | 0.0777 | 0.0372 | 0.0668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147351 | -81004 | -77701 | -2520919 | -1542797 | -1215352 |
Profit Factor | 1.9442 | 2.6547 | 1.3282 | 1.1 | 1.0542 | 1.145 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 41.1765 | 44.1176 | 38.2353 | 41.1765 | 44.1176 | 38.2353 |
Ratio Avg Win / Avg Loss | 2.7774 | 3.3627 | 2.1455 | 1.5714 | 1.3353 | 1.8496 |
Largest Winning Trade | 170895 | 170895 | 63728 | 1095773 | 777802 | 1095773 |
Largest Losing Trade | -33596 | -33596 | -29755 | -578650 | -390230 | -578650 |
Avg Bars in Trades | 100 | 84 | 115 | 100 | 84 | 115 |
Avg Bars in Winners | 165 | 136 | 199 | 165 | 136 | 199 |
Avg Bars in Losers | 54 | 43 | 63 | 54 | 43 | 63 |
Bars Traded | 6801 | 2871 | 3930 | 6801 | 2871 | 3930 |
Profit Streak | 0 | 0 | 13.5461 | 0 | 0 | 13.5461 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106040 | 309767 | -149989 | -315492 | -306439 | -167692 |
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{ "first_band": { "type": "midprice", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 27, "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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