Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1959685.6467 | 1953058.9041 | 6626.7426 | 998706.0613 | 937276.2238 | 61429.8375 |
Total P&L (%) | 1959.6856 | 1953.0589 | 6.6267 | 998.7061 | 937.2762 | 61.4298 |
Avg Daily Profit (%) | 1.0498 | 1.0463 | 0.0036 | 0.1285 | 0.1254 | 0.0257 |
Buy And Hold Return (%) | 646.0952 | 646.0952 | 646.0952 | 646.0952 | 646.0952 | 646.0952 |
Max Trade Drawdown | -109939 | -129924 | -91244 | -2060048 | -2347012 | -1159955 |
Profit Factor | 3.7662 | 5.8055 | 1.0219 | 1.1191 | 1.184 | 1.0187 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 39.4958 | 35.5932 | 43.3333 | 39.4958 | 35.5932 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.7695 | 10.5053 | 1.3364 | 1.7143 | 2.1424 | 1.3321 |
Largest Winning Trade | 1484214 | 1484214 | 55298 | 2387879 | 2387879 | 496274 |
Largest Losing Trade | -40801 | -33696 | -40801 | -795190 | -693445 | -795190 |
Avg Bars in Trades | 184 | 165 | 203 | 184 | 165 | 203 |
Avg Bars in Winners | 300 | 301 | 300 | 300 | 301 | 300 |
Avg Bars in Losers | 108 | 90 | 129 | 108 | 90 | 129 |
Bars Traded | 21961 | 9760 | 12201 | 21961 | 9760 | 12201 |
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 | 483199 | -163886 | -722015 | -123198 | -250374 | -696146 |
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{ "first_band": { "type": "midprice", "factors": { "length": 54, "offset": 215 } }, "second_band": { "type": "wma", "factors": { "length": 110, "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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