Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905879.5922 | 746070.8621 | 159808.7301 | 14569389.116 | 12523548.263 | 2045840.8529 |
Total P&L (%) | 905.8796 | 746.0709 | 159.8087 | 14569.3891 | 12523.5483 | 2045.8409 |
Avg Daily Profit (%) | 0.3618 | 0.298 | 0.0638 | 0.1994 | 0.1934 | 0.1225 |
Buy And Hold Return (%) | 857.0291 | 857.0291 | 857.0291 | 857.0291 | 857.0291 | 857.0291 |
Max Trade Drawdown | -74476 | -85329 | -70296 | -1871393 | -1265602 | -935786 |
Profit Factor | 3.8264 | 5.1618 | 2.1315 | 4.1441 | 5.9446 | 1.9737 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 59.7015 | 54.5455 | 64.7059 | 59.7015 | 54.5455 | 64.7059 |
Ratio Avg Win / Avg Loss | 2.5828 | 4.3015 | 1.1626 | 2.7972 | 4.9539 | 1.0765 |
Largest Winning Trade | 340428 | 340428 | 43326 | 7123601 | 7123601 | 1367045 |
Largest Losing Trade | -67199 | -29621 | -67199 | -899454 | -605533 | -899454 |
Avg Bars in Trades | 102 | 134 | 72 | 102 | 134 | 72 |
Avg Bars in Winners | 117 | 146 | 93 | 117 | 146 | 93 |
Avg Bars in Losers | 81 | 119 | 33 | 81 | 119 | 33 |
Bars Traded | 6896 | 4437 | 2459 | 6896 | 4437 | 2459 |
Profit Streak | 135.9826 | 135.9826 | 210.9826 | 135.9826 | 135.9826 | 210.9826 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -250080 | -147855 | -267682 | -103191 | 633706 | -27829 |
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{ "first_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 232, "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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