Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005119.0042 | 994108.8358 | 11010.1684 | 470698.3535 | 504692.544 | -33994.1904 |
Total P&L (%) | 1005.119 | 994.1088 | 11.0102 | 470.6984 | 504.6925 | -33.9942 |
Avg Daily Profit (%) | 0.5356 | 0.5297 | 0.0059 | 0.0929 | 0.0959 | -0.0221 |
Buy And Hold Return (%) | 280.2817 | 280.2817 | 280.2817 | 280.2817 | 280.2817 | 280.2817 |
Max Trade Drawdown | -66348 | -100658 | -81736 | -816916 | -670407 | -627321 |
Profit Factor | 2.7299 | 4.928 | 1.0336 | 1.1068 | 1.2513 | 0.9858 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 41.5842 | 37.2549 | 46 | 41.5842 | 37.2549 | 46 |
Ratio Avg Win / Avg Loss | 3.8349 | 8.2998 | 1.2133 | 1.5547 | 2.1074 | 1.1573 |
Largest Winning Trade | 837667 | 837667 | 63132 | 666224 | 666224 | 345185 |
Largest Losing Trade | -42373 | -29358 | -42373 | -288650 | -209300 | -288650 |
Avg Bars in Trades | 52 | 41 | 64 | 52 | 41 | 64 |
Avg Bars in Winners | 85 | 73 | 94 | 85 | 73 | 94 |
Avg Bars in Losers | 29 | 22 | 37 | 29 | 22 | 37 |
Bars Traded | 5326 | 2120 | 3206 | 5326 | 2120 | 3206 |
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 | 378748 | -169038 | -715968 | -183005 | -256805 | -760722 |
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{ "first_band": { "type": "wma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 190, "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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