Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144875.8978 | 1040697.2812 | 104178.6165 | 7665113.4212 | 4454845.1111 | 3210268.3101 |
Total P&L (%) | 1144.8759 | 1040.6973 | 104.1786 | 7665.1134 | 4454.8451 | 3210.2683 |
Avg Daily Profit (%) | 0.6296 | 0.5723 | 0.0573 | 0.2396 | 0.2102 | 0.1926 |
Buy And Hold Return (%) | 768.5827 | 768.5827 | 768.5827 | 768.5827 | 768.5827 | 768.5827 |
Max Trade Drawdown | -127040 | -142646 | -29560 | -5378192 | -5662865 | -1722849 |
Profit Factor | 3.2486 | 4.1537 | 1.5815 | 1.341 | 1.2917 | 1.4455 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 54.5455 | 52.6316 | 56.4103 | 54.5455 | 52.6316 | 56.4103 |
Ratio Avg Win / Avg Loss | 2.7072 | 3.7383 | 1.2221 | 1.1175 | 1.1625 | 1.117 |
Largest Winning Trade | 513753 | 513753 | 54407 | 4574992 | 4574992 | 2901414 |
Largest Losing Trade | -35399 | -35399 | -20568 | -3476177 | -3476177 | -1577868 |
Avg Bars in Trades | 67 | 103 | 33 | 67 | 103 | 33 |
Avg Bars in Winners | 83 | 134 | 37 | 83 | 134 | 37 |
Avg Bars in Losers | 48 | 69 | 27 | 48 | 69 | 27 |
Bars Traded | 5222 | 3927 | 1295 | 5222 | 3927 | 1295 |
Profit Streak | 0 | 123.466 | 0 | 0 | 123.466 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41228 | -35922 | -279536 | -36977 | 312068 | 278450 |
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{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 156, "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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