Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709013.9045 | 670312.7445 | 38701.16 | 918331.3571 | 372852.8972 | 545478.4599 |
Total P&L (%) | 709.0139 | 670.3127 | 38.7012 | 918.3314 | 372.8529 | 545.4785 |
Avg Daily Profit (%) | 0.2833 | 0.2679 | 0.0155 | 0.0928 | 0.0621 | 0.0746 |
Buy And Hold Return (%) | 309.4813 | 309.4813 | 309.4813 | 309.4813 | 309.4813 | 309.4813 |
Max Trade Drawdown | -126154 | -74612 | -89304 | -2041680 | -1507972 | -966637 |
Profit Factor | 1.8658 | 2.3014 | 1.1274 | 1.1084 | 1.0623 | 1.2193 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 50 | 48.6486 | 51.3514 | 50 | 48.6486 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.8658 | 2.4293 | 1.068 | 1.1084 | 1.1213 | 1.1551 |
Largest Winning Trade | 215225 | 215225 | 32206 | 1332552 | 1332552 | 337303 |
Largest Losing Trade | -55564 | -55564 | -53309 | -967252 | -967252 | -741196 |
Avg Bars in Trades | 48 | 70 | 27 | 48 | 70 | 27 |
Avg Bars in Winners | 64 | 91 | 39 | 64 | 91 | 39 |
Avg Bars in Losers | 33 | 50 | 14 | 33 | 50 | 14 |
Bars Traded | 7227 | 5207 | 2019 | 7227 | 5207 | 2019 |
Profit Streak | 76.5323 | 129.5323 | 76.5323 | 76.5323 | 129.5323 | 76.5323 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329513 | -56415 | -481428 | -171282 | -427690 | -164910 |
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 127, "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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