Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512476.5466 | 506392.6585 | 6083.8882 | -59280.3098 | -3642.6307 | -55637.6791 |
Total P&L (%) | 512.4765 | 506.3927 | 6.0839 | -59.2803 | -3.6426 | -55.6377 |
Avg Daily Profit (%) | 0.2179 | 0.2153 | 0.0026 | -0.0382 | -0.0016 | -0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158612 | -97716 | -230369 | -102254 | -63592 | -140900 |
Profit Factor | 1.4505 | 1.9375 | 1.0102 | 0.8887 | 0.9855 | 0.8025 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Losing Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Profitability (%) | 41.0423 | 41.5584 | 40.5229 | 41.0423 | 41.5584 | 40.5229 |
Ratio Avg Win / Avg Loss | 2.0836 | 2.7246 | 1.4827 | 1.2767 | 1.3858 | 1.1779 |
Largest Winning Trade | 441850 | 441850 | 54179 | 84442 | 84442 | 35184 |
Largest Losing Trade | -64814 | -36230 | -64814 | -37151 | -20310 | -37151 |
Avg Bars in Trades | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Winners | 45 | 35 | 56 | 45 | 35 | 56 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 9275 | 4153 | 5122 | 9275 | 4153 | 5122 |
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 | 303394 | 327415 | -567900 | -580989 | -581864 | -582550 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 79 } }, "second_band": { "type": "wma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 79 } }, "second_band": { "type": "wma", "factors": { "length": 33, "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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