Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192446.0297 | 139395.6298 | 53050.3998 | 218764.6999 | 162820.1313 | 55944.5686 |
Total P&L (%) | 192.446 | 139.3956 | 53.0504 | 218.7647 | 162.8201 | 55.9446 |
Avg Daily Profit (%) | 0.3695 | 0.2676 | 0.1019 | 0.2228 | 0.1857 | 0.0853 |
Buy And Hold Return (%) | 22.3868 | 22.3868 | 22.3868 | 22.3868 | 22.3868 | 22.3868 |
Max Trade Drawdown | -74009 | -59214 | -94311 | -117439 | -87536 | -131184 |
Profit Factor | 1.2931 | 1.4272 | 1.1606 | 1.1971 | 1.2952 | 1.1002 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 192 | 97 | 95 | 192 | 97 | 95 |
Losing Trades | 206 | 102 | 104 | 206 | 102 | 104 |
Profitability (%) | 48.2412 | 48.7437 | 47.7387 | 48.2412 | 48.7437 | 47.7387 |
Ratio Avg Win / Avg Loss | 1.3874 | 1.5008 | 1.2705 | 1.2844 | 1.3619 | 1.2044 |
Largest Winning Trade | 77586 | 77586 | 21747 | 74224 | 74224 | 29619 |
Largest Losing Trade | -23706 | -12237 | -23706 | -44350 | -22242 | -44350 |
Avg Bars in Trades | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Winners | 74 | 67 | 81 | 74 | 67 | 81 |
Avg Bars in Losers | 50 | 56 | 43 | 50 | 56 | 43 |
Bars Traded | 24594 | 12296 | 12298 | 24594 | 12296 | 12298 |
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 | 357802 | 327055 | -106270 | 175933 | 251359 | -193877 |
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{ "first_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 184, "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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