Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605758.732 | 434740.3331 | 171018.3989 | 1282152.3026 | 772268.7506 | 509883.552 |
Total P&L (%) | 605.7587 | 434.7403 | 171.0184 | 1282.1523 | 772.2688 | 509.8836 |
Avg Daily Profit (%) | 0.2642 | 0.1896 | 0.0746 | 0.1146 | 0.0945 | 0.0789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127349 | -131073 | -70457 | -1242704 | -790803 | -630637 |
Profit Factor | 1.8946 | 2.2828 | 1.5056 | 1.3165 | 1.3641 | 1.2642 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 55.303 | 48.4848 | 62.1212 | 55.303 | 48.4848 | 62.1212 |
Ratio Avg Win / Avg Loss | 1.5312 | 2.4255 | 0.9181 | 1.064 | 1.4493 | 0.7709 |
Largest Winning Trade | 187422 | 187422 | 53811 | 1310221 | 1310221 | 386617 |
Largest Losing Trade | -33914 | -29273 | -33914 | -381483 | -238910 | -381483 |
Avg Bars in Trades | 33 | 24 | 42 | 33 | 24 | 42 |
Avg Bars in Winners | 43 | 32 | 52 | 43 | 32 | 52 |
Avg Bars in Losers | 21 | 17 | 26 | 21 | 17 | 26 |
Bars Traded | 4446 | 1644 | 2802 | 4446 | 1644 | 2802 |
Profit Streak | 30.7706 | 30.7706 | 79.2706 | 30.7706 | 30.7706 | 79.2706 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529989 | -111612 | -214860 | -36835 | -189374 | -210183 |
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{ "first_band": { "type": "wma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 109, "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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