Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626088.6831 | 592941.731 | 33146.9521 | 67264.9198 | 143607.1597 | -76342.2399 |
Total P&L (%) | 626.0887 | 592.9417 | 33.147 | 67.2649 | 143.6072 | -76.3422 |
Avg Daily Profit (%) | 0.2599 | 0.2461 | 0.0138 | 0.0214 | 0.037 | -0.0598 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138351 | -76031 | -144981 | -195281 | -131437 | -238453 |
Profit Factor | 1.887 | 2.9293 | 1.0832 | 1.0624 | 1.3409 | 0.8838 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 40.7895 | 34.2105 | 47.3684 | 40.7895 | 34.2105 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.7392 | 5.6333 | 1.2035 | 1.5422 | 2.5786 | 0.982 |
Largest Winning Trade | 405945 | 405945 | 67968 | 202621 | 202621 | 106514 |
Largest Losing Trade | -58324 | -33699 | -58324 | -129531 | -51262 | -129531 |
Avg Bars in Trades | 123 | 87 | 159 | 123 | 87 | 159 |
Avg Bars in Winners | 203 | 142 | 247 | 203 | 142 | 247 |
Avg Bars in Losers | 68 | 58 | 80 | 68 | 58 | 80 |
Bars Traded | 9380 | 3317 | 6063 | 9380 | 3317 | 6063 |
Profit Streak | 6.3332 | 6.3332 | 6.8332 | 6.3332 | 6.3332 | 6.8332 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44061 | 309262 | -306657 | -371506 | -147511 | -581102 |
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{ "first_band": { "type": "midprice", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 29, "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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