Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465521.4469 | 548824.6156 | -83303.1687 | -98673.7451 | -895895.2872 | 797221.5422 |
Total P&L (%) | 465.5214 | 548.8246 | -83.3032 | -98.6737 | -895.8953 | 797.2215 |
Avg Daily Profit (%) | 0.3149 | 0.3712 | -0.0564 | -0.292 | 0 | 0.1485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -484415 | -253776 | -258486 | -1739636 | -1670443 | -223815 |
Profit Factor | 1.6223 | 2.4246 | 0.7704 | 0.9545 | 0.5359 | 4.3503 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50 | 44.1176 | 55.8824 | 50 | 44.1176 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.6223 | 3.0711 | 0.6082 | 0.9545 | 0.6788 | 3.4345 |
Largest Winning Trade | 769290 | 769290 | 38875 | 769290 | 769290 | 337940 |
Largest Losing Trade | -81254 | -72004 | -81254 | -1253009 | -1253009 | -66476 |
Avg Bars in Trades | 126 | 180 | 72 | 126 | 180 | 72 |
Avg Bars in Winners | 91 | 99 | 85 | 91 | 99 | 85 |
Avg Bars in Losers | 161 | 245 | 56 | 161 | 245 | 56 |
Bars Traded | 8625 | 6153 | 2472 | 8625 | 6153 | 2472 |
Profit Streak | 4.9144 | 0 | 142.5811 | 4.9144 | 0 | 142.5811 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101188 | 425382 | -578618 | -693641 | -583082 | 544619 |
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{ "first_band": { "type": "wma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 220, "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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