Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589492.7198 | 451763.2364 | 137729.4834 | 181305.3445 | -419919.9906 | 601225.3351 |
Total P&L (%) | 589.4927 | 451.7632 | 137.7295 | 181.3053 | -419.92 | 601.2253 |
Avg Daily Profit (%) | 0.3264 | 0.2501 | 0.0763 | 0.0573 | 0 | 0.1079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117917 | -88839 | -60878 | -1681985 | -988404 | -1211899 |
Profit Factor | 2.1807 | 2.8312 | 1.5453 | 1.0399 | 0.7929 | 1.2392 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 42.1687 | 30.9524 | 53.6585 | 42.1687 | 30.9524 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.9907 | 6.3157 | 1.3346 | 1.4262 | 1.7687 | 1.0702 |
Largest Winning Trade | 512296 | 512296 | 71418 | 817972 | 456515 | 817972 |
Largest Losing Trade | -60878 | -26469 | -60878 | -1127530 | -362783 | -1127530 |
Avg Bars in Trades | 61 | 39 | 84 | 61 | 39 | 84 |
Avg Bars in Winners | 106 | 82 | 121 | 106 | 82 | 121 |
Avg Bars in Losers | 28 | 20 | 41 | 28 | 20 | 41 |
Bars Traded | 5120 | 1676 | 3444 | 5120 | 1676 | 3444 |
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 | 321985 | 219233 | -89030 | -297360 | -585364 | -48298 |
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{ "first_band": { "type": "wma", "factors": { "length": 185, "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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