Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510819.2898 | 1295809.153 | 215010.1368 | 4549525.1583 | 444050.2181 | 4105474.9403 |
Total P&L (%) | 1510.8193 | 1295.8092 | 215.0101 | 4549.5252 | 444.0502 | 4105.4749 |
Avg Daily Profit (%) | 0.8143 | 0.6984 | 0.1159 | 0.2072 | 0.0913 | 0.2017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120100 | -110687 | -57776 | -2725491 | -2179087 | -1482965 |
Profit Factor | 5.0992 | 6.4498 | 2.6439 | 1.5981 | 1.0939 | 2.4267 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 49.3506 | 41.0256 | 57.8947 | 49.3506 | 41.0256 | 57.8947 |
Ratio Avg Win / Avg Loss | 5.2334 | 9.2716 | 1.9228 | 1.6402 | 1.5725 | 1.7649 |
Largest Winning Trade | 1232198 | 1232198 | 67367 | 1298030 | 1232198 | 1298030 |
Largest Losing Trade | -47706 | -47706 | -33473 | -1088254 | -686237 | -1088254 |
Avg Bars in Trades | 69 | 63 | 76 | 69 | 63 | 76 |
Avg Bars in Winners | 101 | 90 | 109 | 101 | 90 | 109 |
Avg Bars in Losers | 38 | 44 | 31 | 38 | 44 | 31 |
Bars Traded | 5385 | 2472 | 2913 | 5385 | 2472 | 2913 |
Profit Streak | 0 | 0 | 327.3748 | 0 | 0 | 327.3748 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25484 | 624839 | -30844 | -35414 | -190614 | 542805 |
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{ "first_band": { "type": "wma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 39, "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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