Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1354410.2798 | 1344015.139 | 10395.1408 | 1197853.6163 | 3552665.6926 | -2354812.0763 |
Total P&L (%) | 1354.4103 | 1344.0151 | 10.3951 | 1197.8536 | 3552.6657 | -2354.8121 |
Avg Daily Profit (%) | 0.7438 | 0.7381 | 0.0057 | 0.1409 | 0.1978 | 0 |
Buy And Hold Return (%) | 704.1052 | 704.1052 | 704.1052 | 704.1052 | 704.1052 | 704.1052 |
Max Trade Drawdown | -114931 | -119640 | -63077 | -4803253 | -3149603 | -2877867 |
Profit Factor | 3.4252 | 5.1822 | 1.0438 | 1.0705 | 1.377 | 0.6887 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 46.2687 | 51.5152 | 41.1765 | 46.2687 | 51.5152 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.9777 | 4.8774 | 1.4912 | 1.2432 | 1.296 | 0.9839 |
Largest Winning Trade | 1042298 | 1042298 | 50779 | 3693165 | 3693165 | 1079221 |
Largest Losing Trade | -41663 | -39166 | -41663 | -2541953 | -1577995 | -2541953 |
Avg Bars in Trades | 51 | 78 | 25 | 51 | 78 | 25 |
Avg Bars in Winners | 63 | 86 | 34 | 63 | 86 | 34 |
Avg Bars in Losers | 42 | 70 | 19 | 42 | 70 | 19 |
Bars Traded | 3473 | 2600 | 873 | 3473 | 2600 | 873 |
Profit Streak | 0 | 45.2213 | 0 | 0 | 45.2213 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110890 | 496656 | -526445 | -279149 | 287917 | -583948 |
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{ "first_band": { "type": "wma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 111, "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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