Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276957.0971 | 1218790.8012 | 58166.2959 | 3586392.4208 | 3935848.8676 | -349456.4468 |
Total P&L (%) | 1276.9571 | 1218.7908 | 58.1663 | 3586.3924 | 3935.8489 | -349.4564 |
Avg Daily Profit (%) | 0.7048 | 0.6727 | 0.0321 | 0.1993 | 0.2043 | 0 |
Buy And Hold Return (%) | 557.0165 | 557.0165 | 557.0165 | 557.0165 | 557.0165 | 557.0165 |
Max Trade Drawdown | -129682 | -86981 | -79917 | -3557718 | -2003950 | -1692396 |
Profit Factor | 3.4008 | 5.7293 | 1.2122 | 1.3817 | 1.929 | 0.9323 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 41.0256 | 43.5897 | 38.4615 | 41.0256 | 43.5897 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.8887 | 7.4144 | 1.9394 | 1.9862 | 2.4963 | 1.4916 |
Largest Winning Trade | 614805 | 614805 | 72532 | 2680231 | 2680231 | 1196224 |
Largest Losing Trade | -26607 | -25694 | -26607 | -1238023 | -676734 | -1238023 |
Avg Bars in Trades | 132 | 125 | 140 | 132 | 125 | 140 |
Avg Bars in Winners | 235 | 204 | 269 | 235 | 204 | 269 |
Avg Bars in Losers | 61 | 63 | 59 | 61 | 63 | 59 |
Bars Traded | 10358 | 4881 | 5477 | 10358 | 4881 | 5477 |
Profit Streak | 0 | 157.1694 | 0 | 0 | 157.1694 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28350 | 491502 | -319587 | -32915 | 382249 | -583577 |
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{ "first_band": { "type": "wma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 40, "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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