Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130391.2601 | 908975.8701 | 221415.3899 | 76276524.7249 | 64639366.5088 | 11637158.2161 |
Total P&L (%) | 1130.3913 | 908.9759 | 221.4154 | 76276.5247 | 64639.3665 | 11637.1582 |
Avg Daily Profit (%) | 0.4521 | 0.3635 | 0.0886 | 0.2658 | 0.2592 | 0.1908 |
Buy And Hold Return (%) | 824.4396 | 824.4396 | 824.4396 | 824.4396 | 824.4396 | 824.4396 |
Max Trade Drawdown | -84675 | -63040 | -41945 | -12170294 | -7599132 | -4994328 |
Profit Factor | 4.4645 | 5.6846 | 2.6743 | 5.0277 | 6.0867 | 2.8678 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 59.7403 | 60.5263 | 58.9744 | 59.7403 | 60.5263 | 58.9744 |
Ratio Avg Win / Avg Loss | 3.0087 | 3.7073 | 1.8604 | 3.3883 | 3.9696 | 1.995 |
Largest Winning Trade | 350292 | 350292 | 53094 | 37197683 | 37197683 | 4040388 |
Largest Losing Trade | -37012 | -37012 | -23749 | -3645563 | -3645563 | -2040084 |
Avg Bars in Trades | 89 | 115 | 64 | 89 | 115 | 64 |
Avg Bars in Winners | 105 | 118 | 92 | 105 | 118 | 92 |
Avg Bars in Losers | 64 | 110 | 22 | 64 | 110 | 22 |
Bars Traded | 6868 | 4371 | 2497 | 6868 | 4371 | 2497 |
Profit Streak | 94.1996 | 131.5329 | 94.1996 | 94.1996 | 131.5329 | 94.1996 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76507 | -114199 | -233667 | -27362 | 684642 | 546370 |
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{ "first_band": { "type": "wma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "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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