Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563688.1406 | 533882.7074 | 29805.4333 | 553307.3905 | 441626.3254 | 111681.0651 |
Total P&L (%) | 563.6881 | 533.8827 | 29.8054 | 553.3074 | 441.6263 | 111.6811 |
Avg Daily Profit (%) | 0.3484 | 0.33 | 0.0184 | 0.1161 | 0.1045 | 0.0464 |
Buy And Hold Return (%) | 24.3787 | 24.3787 | 24.3787 | 24.3787 | 24.3787 | 24.3787 |
Max Trade Drawdown | -116450 | -116375 | -112659 | -772835 | -715497 | -494958 |
Profit Factor | 1.6404 | 2.1378 | 1.0725 | 1.1304 | 1.1912 | 1.0578 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Profitability (%) | 37.788 | 37.6147 | 37.963 | 37.788 | 37.6147 | 37.963 |
Ratio Avg Win / Avg Loss | 2.7007 | 3.5456 | 1.7527 | 1.8611 | 1.9756 | 1.7286 |
Largest Winning Trade | 171524 | 171524 | 54774 | 394238 | 394238 | 293577 |
Largest Losing Trade | -32421 | -30653 | -32421 | -290781 | -290781 | -234872 |
Avg Bars in Trades | 87 | 90 | 83 | 87 | 90 | 83 |
Avg Bars in Winners | 147 | 151 | 143 | 147 | 151 | 143 |
Avg Bars in Losers | 50 | 53 | 47 | 50 | 53 | 47 |
Bars Traded | 18934 | 9867 | 9067 | 18934 | 9867 | 9067 |
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 | 316762 | 292827 | -409356 | -117181 | -67692 | -293482 |
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{ "first_band": { "type": "wma", "factors": { "length": 208, "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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