Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1729137.9987 | 1555939.2835 | 173198.7152 | 35024581.4814 | 21300612.7686 | 13723968.7128 |
Total P&L (%) | 1729.138 | 1555.9393 | 173.1987 | 35024.5815 | 21300.6128 | 13723.9687 |
Avg Daily Profit (%) | 0.9477 | 0.8528 | 0.0949 | 0.3218 | 0.2945 | 0.2705 |
Buy And Hold Return (%) | 706.9544 | 706.9544 | 706.9544 | 706.9544 | 706.9544 | 706.9544 |
Max Trade Drawdown | -83013 | -51950 | -44633 | -23469514 | -21424308 | -16505998 |
Profit Factor | 3.3581 | 5.3316 | 1.463 | 1.3011 | 1.3374 | 1.258 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 193 | 98 | 95 | 193 | 98 | 95 |
Profitability (%) | 30.3249 | 28.9855 | 31.6547 | 30.3249 | 28.9855 | 31.6547 |
Ratio Avg Win / Avg Loss | 7.7156 | 13.0625 | 3.1588 | 2.9895 | 3.2767 | 2.7162 |
Largest Winning Trade | 966319 | 966319 | 70145 | 20035233 | 20035233 | 11059095 |
Largest Losing Trade | -25603 | -24452 | -25603 | -3998926 | -3998926 | -3960761 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 64 | 59 | 69 | 64 | 59 | 69 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 7134 | 3305 | 3829 | 7134 | 3305 | 3829 |
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 | 355477 | 127465 | -236863 | 156807 | -1890 | 91321 |
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{ "first_band": { "type": "wma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "hl2", "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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