Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654198.602 | 531781.1869 | 122417.4151 | 1073761.6897 | 235122.0093 | 838639.6804 |
Total P&L (%) | 654.1986 | 531.7812 | 122.4174 | 1073.7617 | 235.122 | 838.6397 |
Avg Daily Profit (%) | 0.3492 | 0.2838 | 0.0653 | 0.1315 | 0.0646 | 0.1196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78582 | -59618 | -100981 | -942270 | -667979 | -425949 |
Profit Factor | 2.2447 | 2.9605 | 1.4813 | 1.3217 | 1.1312 | 1.5425 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 40 | 30 | 50 | 40 | 30 | 50 |
Ratio Avg Win / Avg Loss | 3.3671 | 6.9078 | 1.4813 | 1.9826 | 2.6396 | 1.5425 |
Largest Winning Trade | 433141 | 433141 | 47205 | 562017 | 562017 | 409644 |
Largest Losing Trade | -28242 | -21192 | -28242 | -343627 | -311569 | -343627 |
Avg Bars in Trades | 220 | 196 | 244 | 220 | 196 | 244 |
Avg Bars in Winners | 386 | 412 | 370 | 386 | 412 | 370 |
Avg Bars in Losers | 109 | 104 | 117 | 109 | 104 | 117 |
Bars Traded | 22050 | 9844 | 12206 | 22050 | 9844 | 12206 |
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 | 358653 | -173702 | -284550 | -19304 | -369876 | -210315 |
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{ "first_band": { "type": "midprice", "factors": { "length": 217, "offset": 43 } }, "second_band": { "type": "wma", "factors": { "length": 139, "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) |
---|