Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070214.9099 | 866817.8141 | 203397.0958 | 39621242.8204 | 34597576.0995 | 5023666.7208 |
Total P&L (%) | 1070.2149 | 866.8178 | 203.3971 | 39621.2428 | 34597.5761 | 5023.6667 |
Avg Daily Profit (%) | 0.428 | 0.3466 | 0.0813 | 0.2396 | 0.2342 | 0.1575 |
Buy And Hold Return (%) | 816.7762 | 816.7762 | 816.7762 | 816.7762 | 816.7762 | 816.7762 |
Max Trade Drawdown | -82015 | -70913 | -77133 | -3625212 | -2611264 | -1428811 |
Profit Factor | 4.052 | 5.8466 | 2.1839 | 5.0996 | 7.5066 | 2.1556 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 62.5 | 58.3333 | 66.6667 | 62.5 | 58.3333 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.4312 | 4.1761 | 1.0919 | 3.0598 | 5.3619 | 1.0778 |
Largest Winning Trade | 354882 | 354882 | 51346 | 18010811 | 18010811 | 1788693 |
Largest Losing Trade | -63203 | -41718 | -63203 | -1355899 | -1355899 | -1134348 |
Avg Bars in Trades | 93 | 111 | 75 | 93 | 111 | 75 |
Avg Bars in Winners | 107 | 118 | 97 | 107 | 118 | 97 |
Avg Bars in Losers | 70 | 103 | 30 | 70 | 103 | 30 |
Bars Traded | 6734 | 4026 | 2708 | 6734 | 4026 | 2708 |
Profit Streak | 443.0682 | 444.7349 | 443.0682 | 443.0682 | 444.7349 | 443.0682 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132625 | -126575 | -243594 | -64224 | 694535 | 489404 |
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 248, "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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