Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203848.9766 | 91032.2321 | 112816.7444 | 99816.8895 | -82952.7108 | 182769.6003 |
Total P&L (%) | 203.849 | 91.0322 | 112.8167 | 99.8169 | -82.9527 | 182.7696 |
Avg Daily Profit (%) | 0.1819 | 0.0812 | 0.1006 | 0.0618 | -0.1577 | 0.0928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108175 | -88917 | -43460 | -312877 | -288069 | -184456 |
Profit Factor | 1.2621 | 1.2314 | 1.2936 | 1.0497 | 0.9182 | 1.1839 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 204 | 85 | 119 | 204 | 85 | 119 |
Losing Trades | 204 | 119 | 85 | 204 | 119 | 85 |
Profitability (%) | 50 | 41.6667 | 58.3333 | 50 | 41.6667 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.2621 | 1.7239 | 0.924 | 1.0497 | 1.2855 | 0.8457 |
Largest Winning Trade | 152245 | 152245 | 24392 | 125173 | 125173 | 71992 |
Largest Losing Trade | -23422 | -13512 | -23422 | -79014 | -51475 | -79014 |
Avg Bars in Trades | 32 | 24 | 40 | 32 | 24 | 40 |
Avg Bars in Winners | 42 | 33 | 48 | 42 | 33 | 48 |
Avg Bars in Losers | 22 | 18 | 29 | 22 | 18 | 29 |
Bars Traded | 13284 | 5029 | 8255 | 13284 | 5029 | 8255 |
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 | 340235 | -86198 | -58639 | -274144 | -581561 | -87376 |
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{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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