Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803776.2849 | 725151.0105 | 78625.2744 | -5943376.7629 | -1063037.9127 | -4880338.8502 |
Total P&L (%) | 803.7763 | 725.151 | 78.6253 | -5943.3768 | -1063.0379 | -4880.3389 |
Avg Daily Profit (%) | 0.4139 | 0.3734 | 0.0405 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287373 | -61652 | -226004 | -6831866 | -1871446 | -5039366 |
Profit Factor | 2.2343 | 3.5107 | 1.217 | 0.5915 | 0.8309 | 0.4093 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 52 | 24 | 28 | 39 | 22 | 17 |
Losing Trades | 42 | 23 | 19 | 55 | 25 | 30 |
Profitability (%) | 55.3191 | 51.0638 | 59.5745 | 41.4894 | 46.8085 | 36.1702 |
Ratio Avg Win / Avg Loss | 1.8046 | 3.3644 | 0.8258 | 0.8341 | 0.9442 | 0.7223 |
Largest Winning Trade | 571335 | 571335 | 56173 | 900917 | 900917 | 701315 |
Largest Losing Trade | -185192 | -35295 | -185192 | -1521725 | -878104 | -1521725 |
Avg Bars in Trades | 39 | 26 | 53 | 39 | 26 | 53 |
Avg Bars in Winners | 51 | 31 | 69 | 28 | 22 | 35 |
Avg Bars in Losers | 25 | 21 | 29 | 48 | 30 | 63 |
Bars Traded | 3755 | 1245 | 2510 | 3755 | 1245 | 2510 |
Profit Streak | 0 | 0 | 26.0707 | 16.5707 | 17.0707 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542102 | 601900 | -139049 | -583263 | -581089 | -586075 |
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{ "first_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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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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