Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1702139.3231 | 1542848.5328 | 159290.7903 | 26405459.4101 | 17283484.6008 | 9121974.8093 |
Total P&L (%) | 1702.1393 | 1542.8485 | 159.2908 | 26405.4594 | 17283.4846 | 9121.9748 |
Avg Daily Profit (%) | 0.9358 | 0.8482 | 0.0876 | 0.3072 | 0.284 | 0.249 |
Buy And Hold Return (%) | 607.5281 | 607.5281 | 607.5281 | 607.5281 | 607.5281 | 607.5281 |
Max Trade Drawdown | -95624 | -59214 | -47951 | -16218965 | -16335203 | -11561010 |
Profit Factor | 3.3127 | 5.2416 | 1.4279 | 1.2866 | 1.3568 | 1.2088 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Profitability (%) | 29.8805 | 29.6 | 30.1587 | 29.8805 | 29.6 | 30.1587 |
Ratio Avg Win / Avg Loss | 7.7739 | 12.4665 | 3.3068 | 3.0192 | 3.2269 | 2.7993 |
Largest Winning Trade | 966319 | 966319 | 70145 | 15981814 | 15981814 | 7893482 |
Largest Losing Trade | -25603 | -24452 | -25603 | -3031653 | -2870836 | -3031653 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 71 | 64 | 77 | 71 | 64 | 77 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 7133 | 3313 | 3820 | 7133 | 3313 | 3820 |
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 | 346192 | 294271 | -247781 | 120733 | 29228 | 41709 |
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{ "first_band": { "type": "wma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "ohlc4", "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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