Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857014.5433 | 694723.1746 | 162291.3686 | 17684809.7359 | 13913157.5756 | 3771652.1603 |
Total P&L (%) | 857.0145 | 694.7232 | 162.2914 | 17684.8097 | 13913.1576 | 3771.6522 |
Avg Daily Profit (%) | 0.3427 | 0.2778 | 0.0649 | 0.2074 | 0.1978 | 0.1463 |
Buy And Hold Return (%) | 776.3866 | 776.3866 | 776.3866 | 776.3866 | 776.3866 | 776.3866 |
Max Trade Drawdown | -93231 | -83713 | -49791 | -1254272 | -702327 | -1254272 |
Profit Factor | 2.9641 | 3.8511 | 1.8423 | 4.8047 | 8.3675 | 2.3667 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Losing Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Profitability (%) | 59.3407 | 66.6667 | 52.1739 | 59.3407 | 66.6667 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.0309 | 1.9255 | 1.6888 | 3.2921 | 4.1837 | 2.1695 |
Largest Winning Trade | 203971 | 203971 | 52087 | 4547020 | 4547020 | 2983398 |
Largest Losing Trade | -51055 | -51055 | -33968 | -1254272 | -348176 | -1254272 |
Avg Bars in Trades | 75 | 92 | 58 | 75 | 92 | 58 |
Avg Bars in Winners | 91 | 94 | 88 | 91 | 94 | 88 |
Avg Bars in Losers | 51 | 88 | 26 | 51 | 88 | 26 |
Bars Traded | 6857 | 4148 | 2709 | 6857 | 4148 | 2709 |
Profit Streak | 74.8759 | 445.5426 | 74.8759 | 74.8759 | 445.5426 | 74.8759 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116131 | -146485 | -267653 | 654172 | 726645 | 238941 |
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{ "first_band": { "type": "wma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 162, "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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