Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615428.3747 | 575046.0315 | 40382.3432 | 749504.7716 | 4035125.7254 | -3285620.9538 |
Total P&L (%) | 615.4284 | 575.046 | 40.3823 | 749.5048 | 4035.1257 | -3285.621 |
Avg Daily Profit (%) | 0.2461 | 0.23 | 0.0162 | 0.0856 | 0.149 | 0 |
Buy And Hold Return (%) | 890.1176 | 890.1176 | 890.1176 | 890.1176 | 890.1176 | 890.1176 |
Max Trade Drawdown | -103484 | -71851 | -117607 | -3213072 | -358663 | -3668840 |
Profit Factor | 2.2406 | 4.749 | 1.1178 | 1.1205 | 5.1381 | 0.3736 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 61.25 | 60 | 62.5 | 61.25 | 60 | 62.5 |
Ratio Avg Win / Avg Loss | 1.4176 | 3.166 | 0.6707 | 0.7089 | 3.4254 | 0.2242 |
Largest Winning Trade | 177399 | 177399 | 48222 | 2385803 | 2385803 | 216767 |
Largest Losing Trade | -84489 | -49677 | -84489 | -3152039 | -232293 | -3152039 |
Avg Bars in Trades | 57 | 66 | 48 | 57 | 66 | 48 |
Avg Bars in Winners | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Losers | 44 | 65 | 22 | 44 | 65 | 22 |
Bars Traded | 4587 | 2641 | 1946 | 4587 | 2641 | 1946 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176233 | -148548 | -427963 | -355735 | 493303 | -579129 |
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{ "first_band": { "type": "wma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 156, "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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