Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293418.1682 | 155922.2629 | 137495.9054 | 205348.7289 | 128418.3892 | 76930.3397 |
Total P&L (%) | 293.4182 | 155.9223 | 137.4959 | 205.3487 | 128.4184 | 76.9303 |
Avg Daily Profit (%) | 0.1746 | 0.0928 | 0.0818 | 0.0664 | 0.0492 | 0.034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157952 | -75304 | -97676 | -1471025 | -784280 | -858880 |
Profit Factor | 1.4846 | 1.503 | 1.4653 | 1.0422 | 1.0524 | 1.0318 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 43.3333 | 37.3333 | 49.3333 | 43.3333 | 37.3333 | 49.3333 |
Ratio Avg Win / Avg Loss | 1.9414 | 2.523 | 1.5049 | 1.3628 | 1.7666 | 1.0597 |
Largest Winning Trade | 89865 | 89865 | 54439 | 639039 | 639039 | 298719 |
Largest Losing Trade | -33908 | -33908 | -28498 | -413736 | -413736 | -371013 |
Avg Bars in Trades | 32 | 24 | 40 | 32 | 24 | 40 |
Avg Bars in Winners | 48 | 40 | 54 | 48 | 40 | 54 |
Avg Bars in Losers | 20 | 15 | 27 | 20 | 15 | 27 |
Bars Traded | 4898 | 1840 | 3058 | 4898 | 1840 | 3058 |
Profit Streak | 31.9948 | 37.9948 | 31.9948 | 31.9948 | 37.9948 | 31.9948 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321058 | -127732 | -138197 | -279164 | -350080 | -389755 |
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{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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