Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836903.0519 | 730784.4824 | 106118.5695 | 6369514.2595 | 5903888.8306 | 465625.4289 |
Total P&L (%) | 836.9031 | 730.7845 | 106.1186 | 6369.5143 | 5903.8888 | 465.6254 |
Avg Daily Profit (%) | 0.3347 | 0.2923 | 0.0424 | 0.1669 | 0.1639 | 0.0693 |
Buy And Hold Return (%) | 873.1241 | 873.1241 | 873.1241 | 873.1241 | 873.1241 | 873.1241 |
Max Trade Drawdown | -97175 | -94005 | -55714 | -1932233 | -1109946 | -974471 |
Profit Factor | 3.3676 | 4.2331 | 1.8326 | 2.4991 | 3.1518 | 1.3094 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Profitability (%) | 46.8354 | 53.8462 | 40 | 46.8354 | 53.8462 | 40 |
Ratio Avg Win / Avg Loss | 3.8227 | 3.6284 | 2.749 | 2.8368 | 2.7015 | 1.964 |
Largest Winning Trade | 363863 | 363863 | 34998 | 3873943 | 3873943 | 381440 |
Largest Losing Trade | -44625 | -44055 | -44625 | -715591 | -471479 | -715591 |
Avg Bars in Trades | 86 | 117 | 56 | 86 | 117 | 56 |
Avg Bars in Winners | 116 | 132 | 96 | 116 | 132 | 96 |
Avg Bars in Losers | 60 | 99 | 30 | 60 | 99 | 30 |
Bars Traded | 6847 | 4575 | 2272 | 6847 | 4575 | 2272 |
Profit Streak | 0 | 129.5058 | 0 | 0 | 129.5058 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182657 | -148632 | -302378 | -19989 | 528483 | -268759 |
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{ "first_band": { "type": "wma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 194, "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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