Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389292.8739 | 393802.5843 | -4509.7104 | 18366.286 | 601426.0189 | -583059.733 |
Total P&L (%) | 389.2929 | 393.8026 | -4.5097 | 18.3663 | 601.426 | -583.0597 |
Avg Daily Profit (%) | 0.2074 | 0.2098 | -0.0024 | 0.009 | 0.1038 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156924 | -122412 | -127223 | -1072326 | -683157 | -1043985 |
Profit Factor | 1.2463 | 1.5378 | 0.9947 | 1.0032 | 1.2328 | 0.8132 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Losing Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Profitability (%) | 45.8974 | 45.641 | 46.1538 | 45.8974 | 45.641 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.4691 | 1.8316 | 1.1605 | 1.1826 | 1.4683 | 0.9488 |
Largest Winning Trade | 112980 | 112980 | 34348 | 473492 | 473492 | 211481 |
Largest Losing Trade | -49121 | -31750 | -49121 | -267822 | -200924 | -267822 |
Avg Bars in Trades | 56 | 65 | 46 | 56 | 65 | 46 |
Avg Bars in Winners | 67 | 74 | 59 | 67 | 74 | 59 |
Avg Bars in Losers | 46 | 57 | 36 | 46 | 57 | 36 |
Bars Traded | 21899 | 12746 | 9153 | 21899 | 12746 | 9153 |
Profit Streak | 11.4468 | 13.6968 | 0 | 11.4468 | 13.6968 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306574 | 367217 | -580141 | -404718 | -54448 | -581808 |
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{ "first_band": { "type": "wma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 168, "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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