Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266335.7596 | -6355.4479 | 272691.2076 | 467550.0044 | -227696.8476 | 695246.852 |
Total P&L (%) | 266.3358 | -6.3554 | 272.6912 | 467.55 | -227.6968 | 695.2469 |
Avg Daily Profit (%) | 0.1738 | -0.0041 | 0.1779 | 0.1133 | 0 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50110 | -50892 | -28777 | -446485 | -466973 | -232114 |
Profit Factor | 2.1814 | 0.9484 | 3.668 | 1.3628 | 0.6915 | 2.2625 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 51.6667 | 46.6667 | 56.6667 | 51.6667 | 46.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.0407 | 1.0839 | 2.805 | 1.2749 | 0.7903 | 1.7301 |
Largest Winning Trade | 67624 | 31068 | 67624 | 310263 | 158733 | 310263 |
Largest Losing Trade | -39331 | -39331 | -26959 | -380117 | -380117 | -221585 |
Avg Bars in Trades | 70 | 43 | 97 | 70 | 43 | 97 |
Avg Bars in Winners | 98 | 51 | 137 | 98 | 51 | 137 |
Avg Bars in Losers | 40 | 36 | 45 | 40 | 36 | 45 |
Bars Traded | 4249 | 1312 | 2937 | 4249 | 1312 | 2937 |
Profit Streak | 0 | 0 | 37.1616 | 0 | 0 | 37.1616 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161736 | -580455 | 562017 | -214501 | -582121 | -6219 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 249 } }, "second_band": { "type": "wma", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 249 } }, "second_band": { "type": "wma", "factors": { "length": 207, "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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