Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664895.2621 | 736607.3569 | -71712.0947 | -91957.4026 | 33900.4916 | -125857.8943 |
Total P&L (%) | 664.8953 | 736.6074 | -71.7121 | -91.9574 | 33.9005 | -125.8579 |
Avg Daily Profit (%) | 0.2794 | 0.3095 | -0.0301 | -0.1058 | 0.0123 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228097 | -202550 | -133281 | -645340 | -386593 | -265689 |
Profit Factor | 1.644 | 2.1318 | 0.8121 | 0.9116 | 1.0492 | 0.6415 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 48.6726 | 51.7857 | 45.614 | 48.6726 | 51.7857 | 45.614 |
Ratio Avg Win / Avg Loss | 1.7337 | 1.9847 | 0.9682 | 0.9613 | 0.9769 | 0.7649 |
Largest Winning Trade | 551813 | 551813 | 51420 | 444818 | 444818 | 126258 |
Largest Losing Trade | -69374 | -69374 | -65903 | -311448 | -311448 | -224229 |
Avg Bars in Trades | 39 | 65 | 14 | 39 | 65 | 14 |
Avg Bars in Winners | 32 | 47 | 16 | 32 | 47 | 16 |
Avg Bars in Losers | 45 | 83 | 12 | 45 | 83 | 12 |
Bars Traded | 4466 | 3643 | 823 | 4466 | 3643 | 823 |
Profit Streak | 70.1626 | 71.6626 | 70.1626 | 70.1626 | 71.6626 | 70.1626 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452933 | -166237 | -761703 | -580025 | -526539 | -761703 |
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{ "first_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "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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