Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1536485.9843 | 1416235.9214 | 120250.0629 | 12312594.177 | 7858912.9378 | 4453681.2392 |
Total P&L (%) | 1536.486 | 1416.2359 | 120.2501 | 12312.5942 | 7858.9129 | 4453.6812 |
Avg Daily Profit (%) | 0.8472 | 0.7809 | 0.0663 | 0.2662 | 0.2416 | 0.2108 |
Buy And Hold Return (%) | 510.6278 | 510.6278 | 510.6278 | 510.6278 | 510.6278 | 510.6278 |
Max Trade Drawdown | -94433 | -54994 | -72006 | -8223648 | -8283917 | -5893607 |
Profit Factor | 3.1157 | 4.8903 | 1.332 | 1.3037 | 1.3613 | 1.237 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Profitability (%) | 30.4569 | 30.6122 | 30.303 | 30.4569 | 30.6122 | 30.303 |
Ratio Avg Win / Avg Loss | 7.1143 | 11.0847 | 3.0637 | 2.9768 | 3.0857 | 2.8451 |
Largest Winning Trade | 835607 | 835607 | 70046 | 7760174 | 7760174 | 4632815 |
Largest Losing Trade | -30148 | -23822 | -30148 | -2267245 | -2267245 | -2102468 |
Avg Bars in Trades | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Winners | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 3565 | 1649 | 1916 | 3565 | 1649 | 1916 |
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 | 351589 | 354616 | -276455 | 127092 | 86711 | 45633 |
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{ "first_band": { "type": "wma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 48, "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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