Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460437.8466 | 371987.2706 | 88450.576 | -28697.332 | 11578.3846 | -40275.7166 |
Total P&L (%) | 460.4378 | 371.9873 | 88.4506 | -28.6973 | 11.5784 | -40.2757 |
Avg Daily Profit (%) | 0.2003 | 0.1618 | 0.0385 | -0.0147 | 0.0048 | -0.0224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171039 | -152812 | -145829 | -300252 | -170681 | -200849 |
Profit Factor | 1.3602 | 1.5386 | 1.1505 | 0.9768 | 1.0167 | 0.9259 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Losing Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Profitability (%) | 57.3333 | 58.9286 | 55.7522 | 57.3333 | 58.9286 | 55.7522 |
Ratio Avg Win / Avg Loss | 1.0122 | 1.0724 | 0.9131 | 0.7269 | 0.7086 | 0.7349 |
Largest Winning Trade | 107794 | 107794 | 37987 | 86520 | 86520 | 44363 |
Largest Losing Trade | -83308 | -66267 | -83308 | -113999 | -94922 | -113999 |
Avg Bars in Trades | 29 | 38 | 21 | 29 | 38 | 21 |
Avg Bars in Winners | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Losers | 31 | 46 | 17 | 31 | 46 | 17 |
Bars Traded | 6712 | 4283 | 2429 | 6712 | 4283 | 2429 |
Profit Streak | 14.9189 | 0 | 88.2522 | 14.9189 | 0 | 88.2522 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398448 | 350558 | -195953 | -577784 | -506063 | -578559 |
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{ "first_band": { "type": "wma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 71, "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) |
---|