Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571137.4507 | 1600743.6318 | -29606.1811 | 314730.3699 | 316613.0341 | -1882.6641 |
Total P&L (%) | 1571.1375 | 1600.7436 | -29.6062 | 314.7304 | 316.613 | -1.8827 |
Avg Daily Profit (%) | 0.6966 | 0.7097 | -0.0131 | 0.0631 | 0.0633 | -0.0008 |
Buy And Hold Return (%) | 567.4607 | 567.4607 | 567.4607 | 567.4607 | 567.4607 | 567.4607 |
Max Trade Drawdown | -167527 | -53143 | -169394 | -428435 | -273890 | -402125 |
Profit Factor | 3.3636 | 6.9147 | 0.9249 | 1.1391 | 1.3707 | 0.9987 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 46.2366 | 38.2979 | 54.3478 | 46.2366 | 38.2979 | 54.3478 |
Ratio Avg Win / Avg Loss | 3.9112 | 11.1403 | 0.7769 | 1.3246 | 2.2084 | 0.8389 |
Largest Winning Trade | 1275872 | 1275872 | 62963 | 262821 | 262821 | 237561 |
Largest Losing Trade | -55009 | -35750 | -55009 | -222225 | -158978 | -222225 |
Avg Bars in Trades | 46 | 37 | 54 | 46 | 37 | 54 |
Avg Bars in Winners | 69 | 59 | 76 | 69 | 59 | 76 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 4286 | 1763 | 2523 | 4286 | 1763 | 2523 |
Profit Streak | 0 | 0 | 154.7738 | 0 | 0 | 154.7738 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510536 | 474569 | -578758 | -343154 | -277044 | -578758 |
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{ "first_band": { "type": "wma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 128, "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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