Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1609645.3458 | 1471422.6748 | 138222.671 | 19229494.0996 | 13292668.8054 | 5936825.2942 |
Total P&L (%) | 1609.6453 | 1471.4227 | 138.2227 | 19229.4941 | 13292.6688 | 5936.8253 |
Avg Daily Profit (%) | 0.886 | 0.81 | 0.0761 | 0.2902 | 0.2699 | 0.226 |
Buy And Hold Return (%) | 626.9281 | 626.9281 | 626.9281 | 626.9281 | 626.9281 | 626.9281 |
Max Trade Drawdown | -121855 | -89132 | -65498 | -13798922 | -6082962 | -10063902 |
Profit Factor | 3.2525 | 5.1413 | 1.3847 | 1.334 | 1.4699 | 1.2027 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 158 | 81 | 77 | 158 | 81 | 77 |
Profitability (%) | 30.7018 | 28.9474 | 32.4561 | 30.7018 | 28.9474 | 32.4561 |
Ratio Avg Win / Avg Loss | 7.3414 | 12.6196 | 2.8817 | 3.011 | 3.6079 | 2.5029 |
Largest Winning Trade | 889556 | 889556 | 78469 | 10408121 | 10408121 | 6047078 |
Largest Losing Trade | -27734 | -27734 | -16894 | -2597913 | -1901167 | -2597913 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 57 | 52 | 62 | 57 | 52 | 62 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 5331 | 2457 | 2874 | 5331 | 2457 | 2874 |
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 | 357430 | 147868 | -262219 | 150384 | -1521 | 74311 |
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{ "first_band": { "type": "wma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 86, "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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