Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775463.0577 | 591422.527 | 184040.5307 | 4459618.9273 | 1505973.2668 | 2953645.6605 |
Total P&L (%) | 775.4631 | 591.4225 | 184.0405 | 4459.6189 | 1505.9733 | 2953.6457 |
Avg Daily Profit (%) | 0.4197 | 0.3201 | 0.0996 | 0.2069 | 0.1504 | 0.1852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84464 | -87061 | -84082 | -7981992 | -8308428 | -6595594 |
Profit Factor | 1.6072 | 1.9189 | 1.2905 | 1.0494 | 1.0339 | 1.0646 |
Total Trades | 461 | 231 | 230 | 461 | 231 | 230 |
Winning Trades | 172 | 78 | 94 | 172 | 78 | 94 |
Losing Trades | 289 | 153 | 136 | 289 | 153 | 136 |
Profitability (%) | 37.3102 | 33.7662 | 40.8696 | 37.3102 | 33.7662 | 40.8696 |
Ratio Avg Win / Avg Loss | 2.7005 | 3.764 | 1.8671 | 1.7633 | 2.028 | 1.5402 |
Largest Winning Trade | 285421 | 285421 | 47722 | 4190955 | 4190955 | 2593633 |
Largest Losing Trade | -31065 | -19255 | -31065 | -3101187 | -2400913 | -3101187 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 7355 | 3896 | 3458 | 7355 | 3896 | 3458 |
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 | 385549 | 263725 | -61490 | -159178 | -179924 | -143090 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 23, "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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