Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513032.5462 | 426072.419 | 86960.1272 | 479965.7397 | 226164.9548 | 253800.785 |
Total P&L (%) | 513.0325 | 426.0724 | 86.9601 | 479.9657 | 226.165 | 253.8008 |
Avg Daily Profit (%) | 0.218 | 0.181 | 0.0369 | 0.0747 | 0.0502 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130543 | -66058 | -140048 | -1355490 | -910813 | -838660 |
Profit Factor | 1.4893 | 2.0201 | 1.1378 | 1.0929 | 1.1058 | 1.0838 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 184 | 97 | 87 | 184 | 97 | 87 |
Losing Trades | 168 | 79 | 89 | 168 | 79 | 89 |
Profitability (%) | 52.2727 | 55.1136 | 49.4318 | 52.2727 | 55.1136 | 49.4318 |
Ratio Avg Win / Avg Loss | 1.3598 | 1.6452 | 1.164 | 0.9979 | 0.9006 | 1.1088 |
Largest Winning Trade | 211626 | 211626 | 71953 | 336448 | 263985 | 336448 |
Largest Losing Trade | -48839 | -29282 | -48839 | -560072 | -560072 | -417853 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 13 | 14 | 13 | 13 | 14 | 13 |
Bars Traded | 6835 | 3377 | 3458 | 6835 | 3377 | 3458 |
Profit Streak | 12.9656 | 12.9656 | 19.9656 | 12.9656 | 12.9656 | 19.9656 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465314 | 475705 | -210962 | -209685 | -229763 | -248019 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 100 } }, "second_band": { "type": "wma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 100 } }, "second_band": { "type": "wma", "factors": { "length": 172, "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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