Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640466.939 | 549234.2255 | 91232.7135 | 1085721.5517 | 413293.3826 | 672428.1692 |
Total P&L (%) | 640.4669 | 549.2342 | 91.2327 | 1085.7216 | 413.2934 | 672.4282 |
Avg Daily Profit (%) | 0.3542 | 0.3037 | 0.0505 | 0.1368 | 0.0905 | 0.1131 |
Buy And Hold Return (%) | 178.6576 | 178.6576 | 178.6576 | 178.6576 | 178.6576 | 178.6576 |
Max Trade Drawdown | -134118 | -135652 | -58808 | -865992 | -864960 | -343948 |
Profit Factor | 2.2067 | 2.8082 | 1.4019 | 1.3816 | 1.2278 | 1.6524 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 51.3158 | 47.3684 | 55.2632 | 51.3158 | 47.3684 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.0936 | 3.1202 | 1.1349 | 1.3108 | 1.3642 | 1.3377 |
Largest Winning Trade | 179780 | 179780 | 41619 | 485829 | 485829 | 337000 |
Largest Losing Trade | -70852 | -70852 | -39236 | -409437 | -409437 | -271141 |
Avg Bars in Trades | 67 | 104 | 31 | 67 | 104 | 31 |
Avg Bars in Winners | 83 | 127 | 46 | 83 | 127 | 46 |
Avg Bars in Losers | 50 | 83 | 11 | 50 | 83 | 11 |
Bars Traded | 5148 | 3970 | 1178 | 5148 | 3970 | 1178 |
Profit Streak | 126.4181 | 126.4181 | 224.7515 | 126.4181 | 126.4181 | 224.7515 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41292 | 388629 | -288940 | -62216 | -77750 | -40311 |
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{ "first_band": { "type": "wma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 169, "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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