Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146901.1233 | 213041.4717 | -66140.3484 | -100097.5299 | 61921.1247 | -162018.6546 |
Total P&L (%) | 146.9011 | 213.0415 | -66.1403 | -100.0975 | 61.9211 | -162.0187 |
Avg Daily Profit (%) | 0.1041 | 0.151 | -0.0469 | 0 | 0.0342 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159105 | -98782 | -152546 | -393672 | -240274 | -231285 |
Profit Factor | 1.1631 | 1.5218 | 0.8657 | 0.875 | 1.1693 | 0.6277 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 115 | 56 | 59 | 92 | 46 | 46 |
Losing Trades | 85 | 44 | 41 | 108 | 54 | 54 |
Profitability (%) | 57.5 | 56 | 59 | 46 | 46 | 46 |
Ratio Avg Win / Avg Loss | 0.8597 | 1.1957 | 0.6016 | 1.0272 | 1.3727 | 0.7369 |
Largest Winning Trade | 50457 | 50457 | 24711 | 78117 | 78117 | 53046 |
Largest Losing Trade | -103453 | -46578 | -103453 | -209037 | -175459 | -209037 |
Avg Bars in Trades | 82 | 108 | 56 | 82 | 108 | 56 |
Avg Bars in Winners | 66 | 83 | 51 | 84 | 114 | 53 |
Avg Bars in Losers | 102 | 139 | 63 | 80 | 102 | 58 |
Bars Traded | 16436 | 10806 | 5630 | 16436 | 10806 | 5630 |
Profit Streak | 0 | 0 | 557.1815 | 496.3482 | 501.7649 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94788 | 328738 | -578547 | -579035 | -183345 | -582621 |
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{ "first_band": { "type": "wma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "offset": 135 } } }
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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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