Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344807.6717 | 342927.745 | 1879.9266 | 15992.2882 | 541717.8903 | -525725.6021 |
Total P&L (%) | 344.8077 | 342.9277 | 1.8799 | 15.9923 | 541.7179 | -525.7256 |
Avg Daily Profit (%) | 0.1942 | 0.1931 | 0.0011 | 0.0084 | 0.1047 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249063 | -108325 | -175678 | -922925 | -224929 | -711061 |
Profit Factor | 1.4355 | 1.9936 | 1.0042 | 1.011 | 2.0593 | 0.445 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 56.1404 | 61.4035 | 50.8772 | 56.1404 | 61.4035 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.1214 | 1.2531 | 0.9696 | 0.7898 | 1.2944 | 0.4296 |
Largest Winning Trade | 87602 | 87602 | 79076 | 425786 | 425786 | 113903 |
Largest Losing Trade | -56477 | -37119 | -56477 | -451506 | -174532 | -451506 |
Avg Bars in Trades | 91 | 64 | 117 | 91 | 64 | 117 |
Avg Bars in Winners | 99 | 53 | 155 | 99 | 53 | 155 |
Avg Bars in Losers | 80 | 82 | 78 | 80 | 82 | 78 |
Bars Traded | 10388 | 3690 | 6697 | 10388 | 3690 | 6697 |
Profit Streak | 0 | 0 | 12.3539 | 0 | 0 | 12.3539 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344938 | -168338 | -754059 | -400263 | -228513 | -760101 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 137, "offset": 0 } } }
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# | 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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