Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1305930.9576 | 1260903.4065 | 45027.5511 | 2613038.9901 | 4061640.6875 | -1448601.6974 |
Total P&L (%) | 1305.931 | 1260.9034 | 45.0276 | 2613.039 | 4061.6407 | -1448.6017 |
Avg Daily Profit (%) | 0.6025 | 0.5817 | 0.0208 | 0.1524 | 0.1722 | 0 |
Buy And Hold Return (%) | 362.1027 | 362.1027 | 362.1027 | 362.1027 | 362.1027 | 362.1027 |
Max Trade Drawdown | -145732 | -113098 | -68805 | -6440425 | -4213868 | -2957913 |
Profit Factor | 3.6509 | 5.9315 | 1.19 | 1.2123 | 1.5938 | 0.7351 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 47.8873 | 55.5556 | 40 | 47.8873 | 55.5556 | 40 |
Ratio Avg Win / Avg Loss | 3.9731 | 4.7452 | 1.785 | 1.3192 | 1.2751 | 1.1027 |
Largest Winning Trade | 864888 | 864888 | 66219 | 4138359 | 4138359 | 800071 |
Largest Losing Trade | -41765 | -41765 | -35960 | -2505214 | -2505214 | -1192993 |
Avg Bars in Trades | 86 | 99 | 73 | 86 | 99 | 73 |
Avg Bars in Winners | 132 | 135 | 129 | 132 | 135 | 129 |
Avg Bars in Losers | 44 | 55 | 35 | 44 | 55 | 35 |
Bars Traded | 6153 | 3597 | 2556 | 6153 | 3597 | 2556 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76387 | 641288 | -345169 | -84920 | 374297 | -583009 |
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 53, "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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