Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820756.1791 | 651019.3423 | 169736.8368 | 2188236.9402 | 1167119.6155 | 1021117.3247 |
Total P&L (%) | 820.7562 | 651.0193 | 169.7368 | 2188.2369 | 1167.1196 | 1021.1173 |
Avg Daily Profit (%) | 0.5125 | 0.4065 | 0.106 | 0.1957 | 0.1587 | 0.151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117909 | -73724 | -77735 | -1588066 | -1156983 | -1028400 |
Profit Factor | 2.2776 | 2.9963 | 1.5366 | 1.2895 | 1.2905 | 1.2883 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 125 | 69 | 56 | 125 | 69 | 56 |
Profitability (%) | 30.5556 | 23.3333 | 37.7778 | 30.5556 | 23.3333 | 37.7778 |
Ratio Avg Win / Avg Loss | 5.1763 | 9.8449 | 2.5309 | 2.9306 | 4.2402 | 2.1219 |
Largest Winning Trade | 403329 | 403329 | 68518 | 1375382 | 1375382 | 1026702 |
Largest Losing Trade | -21143 | -15249 | -21143 | -420529 | -335618 | -420529 |
Avg Bars in Trades | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Winners | 66 | 62 | 69 | 66 | 62 | 69 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 4654 | 1868 | 2786 | 4654 | 1868 | 2786 |
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 | 313333 | -21670 | -53902 | 100445 | -28374 | 132337 |
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{ "first_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "hl2", "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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