Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258144.2027 | 68820.5277 | 189323.675 | -23636.5957 | -143879.0112 | 120242.4155 |
Total P&L (%) | 258.1442 | 68.8205 | 189.3237 | -23.6366 | -143.879 | 120.2424 |
Avg Daily Profit (%) | 0.1552 | 0.0414 | 0.1138 | -0.0162 | 0 | 0.0475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152686 | -105251 | -102936 | -554838 | -335550 | -401841 |
Profit Factor | 1.3879 | 1.1628 | 1.7796 | 0.9862 | 0.8543 | 1.1649 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 78 | 28 | 50 | 78 | 28 | 50 |
Losing Trades | 47 | 34 | 13 | 47 | 34 | 13 |
Profitability (%) | 62.4 | 45.1613 | 79.3651 | 62.4 | 45.1613 | 79.3651 |
Ratio Avg Win / Avg Loss | 0.8363 | 1.412 | 0.4627 | 0.5943 | 1.0374 | 0.3029 |
Largest Winning Trade | 151376 | 151376 | 43865 | 163745 | 163745 | 108885 |
Largest Losing Trade | -60390 | -60390 | -50754 | -254429 | -218728 | -254429 |
Avg Bars in Trades | 51 | 67 | 35 | 51 | 67 | 35 |
Avg Bars in Winners | 27 | 34 | 23 | 27 | 34 | 23 |
Avg Bars in Losers | 91 | 94 | 81 | 91 | 94 | 81 |
Bars Traded | 6416 | 4198 | 2218 | 6416 | 4198 | 2218 |
Profit Streak | 39.5361 | 39.5361 | 51.5361 | 39.5361 | 39.5361 | 51.5361 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348075 | -334226 | -181858 | -577301 | -734185 | -311736 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 167, "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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