Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1877649.821 | 1686022.5463 | 191627.2747 | 3652446.7896 | -520233.4896 | 4172680.2792 |
Total P&L (%) | 1877.6498 | 1686.0225 | 191.6273 | 3652.4468 | -520.2335 | 4172.6803 |
Avg Daily Profit (%) | 0.7939 | 0.7129 | 0.081 | 0.1534 | 0 | 0.1589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93908 | -88322 | -91875 | -2936611 | -2597925 | -1280662 |
Profit Factor | 4.0569 | 6.0962 | 1.6762 | 1.3649 | 0.9138 | 2.0495 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 34 | 26 | 42 | 34 | 26 | 42 |
Ratio Avg Win / Avg Loss | 7.8752 | 17.3508 | 2.3147 | 2.6496 | 2.6007 | 2.8302 |
Largest Winning Trade | 1578065 | 1578065 | 67088 | 2685748 | 1667076 | 2685748 |
Largest Losing Trade | -43224 | -19782 | -43224 | -1224060 | -1119708 | -1224060 |
Avg Bars in Trades | 45 | 38 | 53 | 45 | 38 | 53 |
Avg Bars in Winners | 96 | 93 | 99 | 96 | 93 | 99 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 4599 | 1926 | 2673 | 4599 | 1926 | 2673 |
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 | 513414 | -184790 | -264762 | 117905 | -783740 | -171584 |
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{ "first_band": { "type": "wma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 8, "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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