Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614341.9733 | 679350.7695 | -65008.7962 | -17620.8141 | 727624.0056 | -745244.8197 |
Total P&L (%) | 614.342 | 679.3508 | -65.0088 | -17.6208 | 727.624 | -745.2448 |
Avg Daily Profit (%) | 0.2454 | 0.2714 | -0.026 | -0.0077 | 0.0845 | 0 |
Buy And Hold Return (%) | 294.7284 | 294.7284 | 294.7284 | 294.7284 | 294.7284 | 294.7284 |
Max Trade Drawdown | -198358 | -89794 | -112916 | -1960709 | -593288 | -1399431 |
Profit Factor | 2.1001 | 3.9966 | 0.804 | 0.9943 | 1.7 | 0.6391 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 46.1538 | 43.4783 | 48.8889 | 46.1538 | 43.4783 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.4502 | 5.1956 | 0.8406 | 1.16 | 2.21 | 0.6681 |
Largest Winning Trade | 643455 | 643455 | 36791 | 1083661 | 1083661 | 548773 |
Largest Losing Trade | -75888 | -26830 | -75888 | -1241737 | -320082 | -1241737 |
Avg Bars in Trades | 52 | 45 | 59 | 52 | 45 | 59 |
Avg Bars in Winners | 75 | 67 | 84 | 75 | 67 | 84 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 4798 | 2110 | 2688 | 4798 | 2110 | 2688 |
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 | 174264 | 302007 | -581144 | -580364 | -82767 | -581144 |
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{ "first_band": { "type": "wma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "hilo", "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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