Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518566.1486 | 444016.1418 | 74550.0067 | 32911.3788 | 544127.5398 | -511216.161 |
Total P&L (%) | 518.5661 | 444.0161 | 74.55 | 32.9114 | 544.1275 | -511.2162 |
Avg Daily Profit (%) | 0.2727 | 0.2335 | 0.0392 | 0.015 | 0.098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215327 | -138765 | -212090 | -641736 | -191210 | -762209 |
Profit Factor | 1.6745 | 2.1388 | 1.1968 | 1.0208 | 1.8315 | 0.4499 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 51.6129 | 48.9362 | 54.3478 | 51.6129 | 48.9362 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.5699 | 2.2318 | 1.0053 | 0.957 | 1.9111 | 0.3779 |
Largest Winning Trade | 291020 | 291020 | 66145 | 334953 | 334953 | 50333 |
Largest Losing Trade | -69411 | -37729 | -69411 | -465921 | -170350 | -465921 |
Avg Bars in Trades | 119 | 90 | 147 | 119 | 90 | 147 |
Avg Bars in Winners | 160 | 106 | 209 | 160 | 106 | 209 |
Avg Bars in Losers | 75 | 75 | 74 | 75 | 75 | 74 |
Bars Traded | 11067 | 4261 | 6806 | 11067 | 4261 | 6806 |
Profit Streak | 0 | 0 | 666.7967 | 0 | 0 | 666.7967 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442392 | 419153 | -142633 | -374583 | -58556 | -578792 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 57, "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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