Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2057937.6817 | 1908730.768 | 149206.9137 | 19077172.6078 | 7130688.1659 | 11946484.442 |
Total P&L (%) | 2057.9377 | 1908.7308 | 149.2069 | 19077.1726 | 7130.6882 | 11946.4844 |
Avg Daily Profit (%) | 0.8658 | 0.803 | 0.0628 | 0.2214 | 0.1803 | 0.2018 |
Buy And Hold Return (%) | 290.3043 | 290.3043 | 290.3043 | 290.3043 | 290.3043 | 290.3043 |
Max Trade Drawdown | -86816 | -114212 | -36078 | -9379645 | -7303805 | -3728229 |
Profit Factor | 5.143 | 7.7647 | 1.6954 | 1.547 | 1.3258 | 1.9195 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 46.1538 | 43.5897 | 48.7179 | 46.1538 | 43.5897 | 48.7179 |
Ratio Avg Win / Avg Loss | 6.0002 | 10.0485 | 1.7846 | 1.8048 | 1.7158 | 2.0205 |
Largest Winning Trade | 1474365 | 1474365 | 66706 | 9255539 | 8938760 | 9255539 |
Largest Losing Trade | -26547 | -24954 | -26547 | -3648140 | -3350014 | -3648140 |
Avg Bars in Trades | 87 | 85 | 90 | 87 | 85 | 90 |
Avg Bars in Winners | 139 | 150 | 129 | 139 | 150 | 129 |
Avg Bars in Losers | 43 | 34 | 52 | 43 | 34 | 52 |
Bars Traded | 6836 | 3326 | 3510 | 6836 | 3326 | 3510 |
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 | -19150 | 681882 | -272155 | -29348 | 242984 | 403914 |
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{ "first_band": { "type": "wma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "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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