Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544216.1251 | 1497123.5603 | 47092.5648 | 2260807.3425 | 1189908.7905 | 1070898.552 |
Total P&L (%) | 1544.2161 | 1497.1236 | 47.0926 | 2260.8073 | 1189.9088 | 1070.8986 |
Avg Daily Profit (%) | 0.8485 | 0.8226 | 0.0259 | 0.1739 | 0.1406 | 0.1353 |
Buy And Hold Return (%) | 587.2594 | 587.2594 | 587.2594 | 587.2594 | 587.2594 | 587.2594 |
Max Trade Drawdown | -121869 | -130703 | -62478 | -7406711 | -5486014 | -2595863 |
Profit Factor | 3.5724 | 4.9451 | 1.2133 | 1.094 | 1.0747 | 1.1318 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 47.0588 | 47.619 | 46.5116 | 47.0588 | 47.619 | 46.5116 |
Ratio Avg Win / Avg Loss | 4.0189 | 5.4396 | 1.3953 | 1.2308 | 1.1822 | 1.3015 |
Largest Winning Trade | 1072071 | 1072071 | 50779 | 2906940 | 2906940 | 1860084 |
Largest Losing Trade | -33397 | -33397 | -31222 | -2677828 | -2677828 | -1675363 |
Avg Bars in Trades | 41 | 62 | 20 | 41 | 62 | 20 |
Avg Bars in Winners | 52 | 79 | 25 | 52 | 79 | 25 |
Avg Bars in Losers | 30 | 46 | 15 | 30 | 46 | 15 |
Bars Traded | 3494 | 2612 | 882 | 3494 | 2612 | 882 |
Profit Streak | 0 | 42.6611 | 0 | 0 | 42.6611 | 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 | 561564 | 631193 | -325558 | -112584 | -149854 | -96714 |
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{ "first_band": { "type": "wma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "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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