Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463837.0726 | 427867.9444 | 35969.1282 | 44252.0105 | 24737.5153 | 19514.4951 |
Total P&L (%) | 463.8371 | 427.8679 | 35.9691 | 44.252 | 24.7375 | 19.5145 |
Avg Daily Profit (%) | 0.2511 | 0.2317 | 0.0195 | 0.0198 | 0.012 | 0.0097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162679 | -140163 | -107489 | -646719 | -611668 | -424620 |
Profit Factor | 1.7424 | 2.4788 | 1.1072 | 1.0244 | 1.0275 | 1.0214 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 42.3913 | 36.9565 | 47.8261 | 42.3913 | 36.9565 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.3679 | 4.2285 | 1.2079 | 1.3922 | 1.7528 | 1.1143 |
Largest Winning Trade | 439132 | 439132 | 56782 | 453632 | 453632 | 217698 |
Largest Losing Trade | -45638 | -45638 | -40315 | -260510 | -260510 | -176166 |
Avg Bars in Trades | 38 | 28 | 48 | 38 | 28 | 48 |
Avg Bars in Winners | 59 | 49 | 67 | 59 | 49 | 67 |
Avg Bars in Losers | 23 | 16 | 30 | 23 | 16 | 30 |
Bars Traded | 3549 | 1325 | 2224 | 3549 | 1325 | 2224 |
Profit Streak | 0 | 35.0595 | 0 | 0 | 35.0595 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311318 | 319921 | -272756 | -364565 | -373493 | -384892 |
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{ "first_band": { "type": "wma", "factors": { "length": 100, "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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