Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387657.8088 | 270134.893 | 117522.9158 | 235062.562 | 234695.7513 | 366.8107 |
Total P&L (%) | 387.6578 | 270.1349 | 117.5229 | 235.0626 | 234.6958 | 0.3668 |
Avg Daily Profit (%) | 0.3761 | 0.2621 | 0.114 | 0.1174 | 0.1173 | 0.0004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158760 | -165342 | -103322 | -456885 | -326378 | -395913 |
Profit Factor | 1.276 | 1.3498 | 1.1858 | 1.0737 | 1.1427 | 1.0002 |
Total Trades | 497 | 249 | 248 | 497 | 249 | 248 |
Winning Trades | 221 | 98 | 123 | 221 | 98 | 123 |
Losing Trades | 276 | 151 | 125 | 276 | 151 | 125 |
Profitability (%) | 44.4668 | 39.3574 | 49.5968 | 44.4668 | 39.3574 | 49.5968 |
Ratio Avg Win / Avg Loss | 1.5935 | 2.0799 | 1.2051 | 1.3409 | 1.7608 | 1.0165 |
Largest Winning Trade | 162830 | 162830 | 28364 | 110671 | 110671 | 84288 |
Largest Losing Trade | -28845 | -27898 | -28845 | -97203 | -97203 | -93812 |
Avg Bars in Trades | 48 | 57 | 40 | 48 | 57 | 40 |
Avg Bars in Winners | 60 | 72 | 50 | 60 | 72 | 50 |
Avg Bars in Losers | 39 | 47 | 29 | 39 | 47 | 29 |
Bars Traded | 24345 | 14372 | 9973 | 24345 | 14372 | 9973 |
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 | 382304 | 225346 | -56343 | -175361 | -102248 | -577792 |
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{ "first_band": { "type": "wma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } } }
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# | 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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