Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1351842.2308 | 1307083.1447 | 44759.0861 | 2275622.9434 | 1452065.8216 | 823557.1218 |
Total P&L (%) | 1351.8422 | 1307.0831 | 44.7591 | 2275.6229 | 1452.0658 | 823.5571 |
Avg Daily Profit (%) | 0.607 | 0.5869 | 0.0201 | 0.1423 | 0.1232 | 0.0999 |
Buy And Hold Return (%) | 547.7495 | 547.7495 | 547.7495 | 547.7495 | 547.7495 | 547.7495 |
Max Trade Drawdown | -115730 | -102850 | -154452 | -5415074 | -5901271 | -3899488 |
Profit Factor | 1.697 | 2.4132 | 1.0441 | 1.0374 | 1.0475 | 1.0272 |
Total Trades | 807 | 404 | 403 | 807 | 404 | 403 |
Winning Trades | 243 | 117 | 126 | 243 | 117 | 126 |
Losing Trades | 563 | 286 | 277 | 563 | 286 | 277 |
Profitability (%) | 30.1115 | 28.9604 | 31.2655 | 30.1115 | 28.9604 | 31.2655 |
Ratio Avg Win / Avg Loss | 3.9316 | 5.899 | 2.2954 | 2.4034 | 2.5605 | 2.2581 |
Largest Winning Trade | 986490 | 986490 | 53564 | 4792077 | 4792077 | 1713987 |
Largest Losing Trade | -17474 | -11566 | -17474 | -662518 | -662518 | -650250 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 6638 | 3245 | 3393 | 6638 | 3245 | 3393 |
Profit Streak | 10.1492 | 10.4825 | 0 | 10.1492 | 10.4825 | 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 | 301733 | 63193 | -508140 | -185572 | -208585 | -264423 |
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{ "first_band": { "type": "wma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "hlc3", "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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