Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507783.5476 | 526976.0967 | -19192.549 | -30255.0558 | 121936.5764 | -152191.6321 |
Total P&L (%) | 507.7835 | 526.9761 | -19.1925 | -30.2551 | 121.9366 | -152.1916 |
Avg Daily Profit (%) | 0.2625 | 0.2724 | -0.0099 | -0.0186 | 0.0412 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242705 | -197296 | -104462 | -511049 | -434119 | -267002 |
Profit Factor | 1.3915 | 1.8175 | 0.9706 | 0.9847 | 1.1285 | 0.8525 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 130 | 53 | 77 | 130 | 53 | 77 |
Losing Trades | 187 | 106 | 81 | 187 | 106 | 81 |
Profitability (%) | 41.0095 | 33.3333 | 48.7342 | 41.0095 | 33.3333 | 48.7342 |
Ratio Avg Win / Avg Loss | 2.0016 | 3.635 | 1.021 | 1.4165 | 2.2569 | 0.8968 |
Largest Winning Trade | 391489 | 391489 | 52021 | 349965 | 349965 | 164053 |
Largest Losing Trade | -42306 | -39756 | -42306 | -133381 | -62040 | -133381 |
Avg Bars in Trades | 36 | 28 | 43 | 36 | 28 | 43 |
Avg Bars in Winners | 55 | 51 | 58 | 55 | 51 | 58 |
Avg Bars in Losers | 22 | 17 | 28 | 22 | 17 | 28 |
Bars Traded | 11424 | 4596 | 6828 | 11424 | 4596 | 6828 |
Profit Streak | 9.1782 | 13.1782 | 0 | 9.1782 | 13.1782 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329569 | 244264 | -579331 | -580282 | -221278 | -580997 |
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{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 116, "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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