Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2369142.1257 | 2301351.1554 | 67790.9703 | 1480495.8419 | 5145115.2314 | -3664619.3895 |
Total P&L (%) | 2369.1421 | 2301.3512 | 67.791 | 1480.4958 | 5145.1152 | -3664.6194 |
Avg Daily Profit (%) | 1.0659 | 1.0354 | 0.0305 | 0.1243 | 0.1783 | 0 |
Buy And Hold Return (%) | 434.1607 | 434.1607 | 434.1607 | 434.1607 | 434.1607 | 434.1607 |
Max Trade Drawdown | -115802 | -84230 | -85494 | -6971965 | -3080017 | -4321085 |
Profit Factor | 4.9191 | 9.4348 | 1.2044 | 1.0857 | 1.7443 | 0.6461 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 44.2105 | 34.0426 | 54.1667 | 44.2105 | 34.0426 | 54.1667 |
Ratio Avg Win / Avg Loss | 6.2075 | 18.2798 | 1.0191 | 1.3701 | 3.3796 | 0.5467 |
Largest Winning Trade | 2183982 | 2183982 | 53061 | 7468579 | 7468579 | 1391076 |
Largest Losing Trade | -45483 | -36139 | -45483 | -1714818 | -1236759 | -1714818 |
Avg Bars in Trades | 67 | 71 | 63 | 67 | 71 | 63 |
Avg Bars in Winners | 103 | 117 | 94 | 103 | 117 | 94 |
Avg Bars in Losers | 38 | 47 | 25 | 38 | 47 | 25 |
Bars Traded | 6380 | 3355 | 3025 | 6380 | 3355 | 3025 |
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 | 651794 | 527082 | -317788 | -157656 | 181249 | -580149 |
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{ "first_band": { "type": "wma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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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