Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875677.1599 | 722778.6191 | 152898.5408 | 15582795.2693 | 13739423.4122 | 1843371.8571 |
Total P&L (%) | 875.6772 | 722.7786 | 152.8985 | 15582.7953 | 13739.4234 | 1843.3719 |
Avg Daily Profit (%) | 0.3502 | 0.2891 | 0.0611 | 0.2024 | 0.1974 | 0.1187 |
Buy And Hold Return (%) | 710.6005 | 710.6005 | 710.6005 | 710.6005 | 710.6005 | 710.6005 |
Max Trade Drawdown | -100113 | -89062 | -39142 | -2287228 | -1713708 | -1399058 |
Profit Factor | 3.2592 | 4.1234 | 1.9789 | 3.3706 | 4.6036 | 1.6677 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 59.2593 | 62.5 | 56.0976 | 59.2593 | 62.5 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.2407 | 2.474 | 1.5487 | 2.3173 | 2.7622 | 1.3052 |
Largest Winning Trade | 278208 | 278208 | 50256 | 7762698 | 7762698 | 1270977 |
Largest Losing Trade | -50192 | -50192 | -39142 | -824293 | -824293 | -768603 |
Avg Bars in Trades | 56 | 70 | 42 | 56 | 70 | 42 |
Avg Bars in Winners | 65 | 68 | 62 | 65 | 68 | 62 |
Avg Bars in Losers | 42 | 74 | 15 | 42 | 74 | 15 |
Bars Traded | 4568 | 2835 | 1733 | 4568 | 2835 | 1733 |
Profit Streak | 61.388 | 431.888 | 61.388 | 61.388 | 431.888 | 61.388 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91777 | -141471 | -271909 | 24446 | 667561 | -34125 |
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{ "first_band": { "type": "wma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 111, "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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