Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596347.5569 | 576172.0675 | 20175.4894 | 33732.8628 | 80101.3479 | -46368.4852 |
Total P&L (%) | 596.3476 | 576.1721 | 20.1755 | 33.7329 | 80.1013 | -46.3685 |
Avg Daily Profit (%) | 0.3229 | 0.312 | 0.0109 | 0.0157 | 0.0319 | -0.0337 |
Buy And Hold Return (%) | 236.2983 | 236.2983 | 236.2983 | 236.2983 | 236.2983 | 236.2983 |
Max Trade Drawdown | -90721 | -81894 | -42131 | -80983 | -36458 | -28286 |
Profit Factor | 2.6432 | 5.1976 | 1.0894 | 1.1286 | 1.8774 | 0.7288 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 61.4035 | 58.6207 | 64.2857 | 61.4035 | 58.6207 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.6614 | 3.6689 | 0.6052 | 0.7094 | 1.3252 | 0.4049 |
Largest Winning Trade | 511425 | 511425 | 43224 | 42359 | 42359 | 31063 |
Largest Losing Trade | -90721 | -35784 | -90721 | -80983 | -26299 | -80983 |
Avg Bars in Trades | 91 | 84 | 99 | 91 | 84 | 99 |
Avg Bars in Winners | 90 | 81 | 98 | 90 | 81 | 98 |
Avg Bars in Losers | 94 | 88 | 102 | 94 | 88 | 102 |
Bars Traded | 5240 | 2448 | 2792 | 5240 | 2448 | 2792 |
Profit Streak | 90.3089 | 105.6423 | 0 | 90.3089 | 105.6423 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166867 | 525309 | -487067 | -595758 | -312021 | -599981 |
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{ "first_band": { "type": "midprice", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 56, "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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