Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442606.9638 | 397520.9492 | 45086.0147 | 60887.7421 | 85035.7931 | -24148.0509 |
Total P&L (%) | 442.607 | 397.5209 | 45.086 | 60.8877 | 85.0358 | -24.1481 |
Avg Daily Profit (%) | 0.2326 | 0.2089 | 0.0237 | 0.025 | 0.0324 | -0.0145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220699 | -87947 | -226423 | -126309 | -67472 | -141011 |
Profit Factor | 1.5435 | 2.0222 | 1.106 | 1.1223 | 1.3671 | 0.9093 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Losing Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Profitability (%) | 53.9326 | 56.1798 | 51.6854 | 53.9326 | 56.1798 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.3184 | 1.5773 | 1.0338 | 0.9586 | 1.0663 | 0.85 |
Largest Winning Trade | 230616 | 230616 | 58773 | 76348 | 76348 | 37745 |
Largest Losing Trade | -55358 | -34510 | -55358 | -62083 | -31796 | -62083 |
Avg Bars in Trades | 19 | 24 | 14 | 19 | 24 | 14 |
Avg Bars in Winners | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Losers | 15 | 22 | 9 | 15 | 22 | 9 |
Bars Traded | 3470 | 2160 | 1310 | 3470 | 2160 | 1310 |
Profit Streak | 580.5251 | 586.5251 | 580.5251 | 580.5251 | 586.5251 | 580.5251 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451514 | 490928 | -265822 | -244716 | -147081 | -579639 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 76 } }, "second_band": { "type": "wma", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 76 } }, "second_band": { "type": "wma", "factors": { "length": 235, "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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