Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1756755.4957 | 1674844.8315 | 81910.6642 | 1294486.5004 | 608480.0235 | 686006.477 |
Total P&L (%) | 1756.7555 | 1674.8448 | 81.9107 | 1294.4865 | 608.48 | 686.0065 |
Avg Daily Profit (%) | 0.946 | 0.9019 | 0.0441 | 0.142 | 0.1055 | 0.1111 |
Buy And Hold Return (%) | 40.1404 | 40.1404 | 40.1404 | 40.1404 | 40.1404 | 40.1404 |
Max Trade Drawdown | -93426 | -86648 | -111630 | -2618740 | -2523490 | -1047452 |
Profit Factor | 3.2477 | 5.4806 | 1.2009 | 1.1064 | 1.0985 | 1.1145 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Losing Trades | 162 | 78 | 84 | 162 | 78 | 84 |
Profitability (%) | 30.1724 | 32.7586 | 27.5862 | 30.1724 | 32.7586 | 27.5862 |
Ratio Avg Win / Avg Loss | 7.5162 | 11.2496 | 3.1523 | 2.5604 | 2.2548 | 2.9255 |
Largest Winning Trade | 1630455 | 1630455 | 65107 | 1520431 | 1520431 | 789328 |
Largest Losing Trade | -26256 | -16219 | -26256 | -493925 | -487398 | -493925 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 38 | 31 | 46 | 38 | 31 | 46 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 3609 | 1598 | 2010 | 3609 | 1598 | 2010 |
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 | 478151 | 530236 | -158407 | -111695 | -169508 | -156126 |
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{ "first_band": { "type": "wma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 55, "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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