Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1362744.6197 | 1362051.195 | 693.4247 | 983546.052 | 3758659.407 | -2775113.355 |
Total P&L (%) | 1362.7446 | 1362.0512 | 0.6934 | 983.5461 | 3758.6594 | -2775.1134 |
Avg Daily Profit (%) | 0.7475 | 0.7471 | 0.0004 | 0.1308 | 0.2006 | 0 |
Buy And Hold Return (%) | 793.4051 | 793.4051 | 793.4051 | 793.4051 | 793.4051 | 793.4051 |
Max Trade Drawdown | -139349 | -123139 | -68798 | -4648158 | -2893978 | -3368500 |
Profit Factor | 3.3748 | 5.1785 | 1.0028 | 1.0662 | 1.487 | 0.6116 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 49.3506 | 52.6316 | 46.1538 | 49.3506 | 52.6316 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.4636 | 4.6606 | 1.1699 | 1.0942 | 1.3383 | 0.7135 |
Largest Winning Trade | 1105954 | 1105954 | 50779 | 3778298 | 3778298 | 855445 |
Largest Losing Trade | -39018 | -39018 | -37939 | -1881989 | -1201211 | -1881989 |
Avg Bars in Trades | 45 | 68 | 22 | 45 | 68 | 22 |
Avg Bars in Winners | 54 | 78 | 27 | 54 | 78 | 27 |
Avg Bars in Losers | 35 | 56 | 18 | 35 | 56 | 18 |
Bars Traded | 3473 | 2589 | 884 | 3473 | 2589 | 884 |
Profit Streak | 0 | 128.6999 | 0 | 0 | 128.6999 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36130 | 489653 | -576725 | -303478 | 339897 | -581975 |
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{ "first_band": { "type": "wma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 108, "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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