Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760216.4857 | 662726.54 | 97489.9457 | 7257134.9041 | 11820498.3145 | -4563363.4104 |
Total P&L (%) | 760.2165 | 662.7265 | 97.4899 | 7257.1349 | 11820.4983 | -4563.3634 |
Avg Daily Profit (%) | 0.3041 | 0.2651 | 0.039 | 0.1721 | 0.1914 | 0 |
Buy And Hold Return (%) | 821.3113 | 821.3113 | 821.3113 | 821.3113 | 821.3113 | 821.3113 |
Max Trade Drawdown | -110286 | -71628 | -95236 | -9042993 | -2220064 | -8686916 |
Profit Factor | 2.5897 | 3.7248 | 1.4148 | 1.4208 | 2.9084 | 0.5871 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 50.5495 | 51.1111 | 50 | 50.5495 | 51.1111 | 50 |
Ratio Avg Win / Avg Loss | 2.5334 | 3.5629 | 1.4148 | 1.3899 | 2.7819 | 0.5871 |
Largest Winning Trade | 157900 | 157900 | 55838 | 7658057 | 7658057 | 1184317 |
Largest Losing Trade | -48057 | -48057 | -38033 | -4757240 | -1239903 | -4757240 |
Avg Bars in Trades | 104 | 125 | 83 | 104 | 125 | 83 |
Avg Bars in Winners | 121 | 108 | 133 | 121 | 108 | 133 |
Avg Bars in Losers | 86 | 142 | 33 | 86 | 142 | 33 |
Bars Traded | 9485 | 5632 | 3853 | 9485 | 5632 | 3853 |
Profit Streak | 142.704 | 142.704 | 219.454 | 142.704 | 142.704 | 219.454 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150247 | -149542 | -304761 | 370308 | 514766 | -579730 |
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{ "first_band": { "type": "wma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } } }
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# | 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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