Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277787.9698 | 270380.9217 | 7407.0481 | -119912.3684 | 12656.1497 | -132568.5181 |
Total P&L (%) | 277.788 | 270.3809 | 7.407 | -119.9124 | 12.6562 | -132.5685 |
Avg Daily Profit (%) | 0.156 | 0.1519 | 0.0042 | 0 | 0.0067 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254817 | -49828 | -267841 | -212297 | -15322 | -222782 |
Profit Factor | 1.3792 | 2.6783 | 1.013 | 0.5911 | 1.3139 | 0.4759 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 56 | 30 | 26 | 49 | 24 | 25 |
Losing Trades | 47 | 22 | 25 | 54 | 28 | 26 |
Profitability (%) | 54.3689 | 57.6923 | 50.9804 | 47.5728 | 46.1538 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.1575 | 1.9641 | 0.974 | 0.6514 | 1.5329 | 0.4949 |
Largest Winning Trade | 80063 | 80063 | 74195 | 56800 | 23755 | 56800 |
Largest Losing Trade | -147504 | -35660 | -147504 | -196734 | -15322 | -196734 |
Avg Bars in Trades | 29 | 17 | 42 | 29 | 17 | 42 |
Avg Bars in Winners | 30 | 15 | 46 | 26 | 19 | 32 |
Avg Bars in Losers | 29 | 19 | 37 | 32 | 15 | 51 |
Bars Traded | 3063 | 902 | 2161 | 3063 | 902 | 2161 |
Profit Streak | 0 | 0 | 234.0271 | 69.5271 | 78.5271 | 0 |
Trades During Streak | 0 | 0 | 5 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321512 | -166461 | -739500 | -580611 | -446459 | -761214 |
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{ "first_band": { "type": "midprice", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 112, "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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