Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735940.764 | 721556.1825 | 14384.5815 | -162817.8319 | 807417.1651 | -970234.9969 |
Total P&L (%) | 735.9408 | 721.5562 | 14.3846 | -162.8178 | 807.4172 | -970.235 |
Avg Daily Profit (%) | 0.3097 | 0.3037 | 0.0061 | 0 | 0.0929 | 0 |
Buy And Hold Return (%) | 299.8429 | 299.8429 | 299.8429 | 299.8429 | 299.8429 | 299.8429 |
Max Trade Drawdown | -139408 | -146814 | -206570 | -875406 | -74817 | -1009290 |
Profit Factor | 2.0199 | 2.5184 | 1.0584 | 0.878 | 3.6513 | 0.0579 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 20 | 26 | 39 | 25 | 14 |
Losing Trades | 44 | 25 | 19 | 51 | 20 | 31 |
Profitability (%) | 51.1111 | 44.4444 | 57.7778 | 43.3333 | 55.5556 | 31.1111 |
Ratio Avg Win / Avg Loss | 1.9321 | 3.148 | 0.7734 | 1.1481 | 2.9211 | 0.1281 |
Largest Winning Trade | 263047 | 263047 | 28656 | 541013 | 541013 | 17377 |
Largest Losing Trade | -103545 | -49509 | -103545 | -773155 | -74164 | -773155 |
Avg Bars in Trades | 102 | 146 | 59 | 102 | 146 | 59 |
Avg Bars in Winners | 110 | 162 | 71 | 118 | 159 | 45 |
Avg Bars in Losers | 94 | 133 | 42 | 91 | 130 | 65 |
Bars Traded | 9252 | 6591 | 2661 | 9252 | 6591 | 2661 |
Profit Streak | 0 | 0 | 482.2032 | 44.9532 | 76.9532 | 0 |
Trades During Streak | 0 | 0 | 7 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336200 | 268221 | -505996 | -580908 | -63817 | -588057 |
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{ "first_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 230, "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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