Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310550.9367 | 201904.0729 | 108646.8638 | -75888.9331 | -66383.6125 | -9505.3206 |
Total P&L (%) | 310.5509 | 201.9041 | 108.6469 | -75.8889 | -66.3836 | -9.5053 |
Avg Daily Profit (%) | 0.1634 | 0.1062 | 0.0572 | -0.0748 | -0.0574 | -0.0053 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157284 | -112181 | -144630 | -124721 | -86077 | -54002 |
Profit Factor | 1.4014 | 1.4266 | 1.3618 | 0.7268 | 0.642 | 0.897 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 56.3636 | 49.0909 | 63.6364 | 56.3636 | 49.0909 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.085 | 1.4794 | 0.7781 | 0.5627 | 0.6658 | 0.5126 |
Largest Winning Trade | 136858 | 136858 | 58941 | 20418 | 20418 | 15471 |
Largest Losing Trade | -85925 | -60995 | -85925 | -78944 | -78944 | -45276 |
Avg Bars in Trades | 49 | 66 | 32 | 49 | 66 | 32 |
Avg Bars in Winners | 43 | 58 | 31 | 43 | 58 | 31 |
Avg Bars in Losers | 57 | 74 | 33 | 57 | 74 | 33 |
Bars Traded | 5420 | 3660 | 1760 | 5420 | 3660 | 1760 |
Profit Streak | 177.3024 | 178.6358 | 177.3024 | 177.3024 | 178.6358 | 177.3024 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378459 | -229724 | -295098 | -578277 | -760216 | -758095 |
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{ "first_band": { "type": "wma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 99, "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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