Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388670.7794 | 140636.2636 | 248034.5158 | 1619294.9763 | 630371.4528 | 988923.5235 |
Total P&L (%) | 388.6708 | 140.6363 | 248.0345 | 1619.295 | 630.3715 | 988.9235 |
Avg Daily Profit (%) | 0.3771 | 0.1364 | 0.2406 | 0.2763 | 0.1931 | 0.2319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59499 | -77094 | -51862 | -246739 | -246739 | -131305 |
Profit Factor | 2.3992 | 1.717 | 4.0383 | 2.9516 | 2.0175 | 5.7048 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 64.6341 | 58.5366 | 70.7317 | 64.6341 | 58.5366 | 70.7317 |
Ratio Avg Win / Avg Loss | 1.3128 | 1.2162 | 1.671 | 1.615 | 1.4291 | 2.3606 |
Largest Winning Trade | 57669 | 57669 | 27534 | 478030 | 478030 | 147407 |
Largest Losing Trade | -51117 | -51117 | -23828 | -246739 | -246739 | -52602 |
Avg Bars in Trades | 46 | 60 | 32 | 46 | 60 | 32 |
Avg Bars in Winners | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Losers | 75 | 98 | 41 | 75 | 98 | 41 |
Bars Traded | 3802 | 2466 | 1336 | 3802 | 2466 | 1336 |
Profit Streak | 44.6714 | 44.6714 | 148.6714 | 44.6714 | 44.6714 | 148.6714 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271252 | -6612 | 693193 | 333634 | 461934 | 749507 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 148, "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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