Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912460.5329 | 903822.0186 | 8638.5143 | 312754.3195 | 433329.7451 | -120575.4256 |
Total P&L (%) | 912.4605 | 903.822 | 8.6385 | 312.7543 | 433.3297 | -120.5754 |
Avg Daily Profit (%) | 0.4919 | 0.4872 | 0.0047 | 0.0765 | 0.0903 | 0 |
Buy And Hold Return (%) | 174.6575 | 174.6575 | 174.6575 | 174.6575 | 174.6575 | 174.6575 |
Max Trade Drawdown | -139355 | -87227 | -139916 | -729640 | -474618 | -687968 |
Profit Factor | 2.0266 | 3.4604 | 1.0166 | 1.0722 | 1.2364 | 0.9518 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 47.7477 | 45.9459 | 49.5496 | 47.7477 | 45.9459 | 49.5496 |
Ratio Avg Win / Avg Loss | 2.2177 | 4.071 | 1.035 | 1.1733 | 1.4546 | 0.9691 |
Largest Winning Trade | 697456 | 697456 | 74373 | 412204 | 412204 | 244807 |
Largest Losing Trade | -63768 | -28613 | -63768 | -282725 | -174200 | -282725 |
Avg Bars in Trades | 48 | 49 | 48 | 48 | 49 | 48 |
Avg Bars in Winners | 66 | 64 | 68 | 66 | 64 | 68 |
Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
Bars Traded | 10857 | 5440 | 5417 | 10857 | 5440 | 5417 |
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 | 485503 | 506123 | -555114 | -240006 | -78252 | -581212 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 187 } }, "second_band": { "type": "wma", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 187 } }, "second_band": { "type": "wma", "factors": { "length": 179, "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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