Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1267240.4495 | 1137175.941 | 130064.5085 | 1842890.8264 | 1595034.2769 | 247856.5495 |
Total P&L (%) | 1267.2404 | 1137.1759 | 130.0645 | 1842.8908 | 1595.0343 | 247.8565 |
Avg Daily Profit (%) | 0.5316 | 0.4771 | 0.0546 | 0.1245 | 0.1188 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98884 | -73197 | -54474 | -4222743 | -2790317 | -1829206 |
Profit Factor | 3.5311 | 5.1345 | 1.5765 | 1.1425 | 1.2429 | 1.0389 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 48.3871 | 54.8387 | 41.9355 | 48.3871 | 54.8387 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.7665 | 4.2284 | 2.1828 | 1.2186 | 1.0235 | 1.4385 |
Largest Winning Trade | 906179 | 906179 | 59811 | 2121122 | 2121122 | 2016191 |
Largest Losing Trade | -47144 | -47144 | -30363 | -1629698 | -1629698 | -1221916 |
Avg Bars in Trades | 108 | 107 | 109 | 108 | 107 | 109 |
Avg Bars in Winners | 166 | 150 | 186 | 166 | 150 | 186 |
Avg Bars in Losers | 54 | 56 | 53 | 54 | 56 | 53 |
Bars Traded | 6723 | 3341 | 3382 | 6723 | 3341 | 3382 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141537 | 679924 | -120344 | -249292 | -33658 | -303952 |
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{ "first_band": { "type": "wma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 72, "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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