Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568693.313 | 336341.6952 | 232351.6178 | 2341892.8408 | 1580762.3037 | 761130.5371 |
Total P&L (%) | 568.6933 | 336.3417 | 232.3516 | 2341.8928 | 1580.7623 | 761.1305 |
Avg Daily Profit (%) | 0.3352 | 0.1983 | 0.137 | 0.1885 | 0.1665 | 0.127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85070 | -64528 | -61688 | -970257 | -1097331 | -457824 |
Profit Factor | 1.8042 | 1.8303 | 1.7692 | 1.5443 | 1.6043 | 1.4513 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 105 | 45 | 60 | 105 | 45 | 60 |
Losing Trades | 98 | 57 | 41 | 98 | 57 | 41 |
Profitability (%) | 51.7241 | 44.1176 | 59.4059 | 51.7241 | 44.1176 | 59.4059 |
Ratio Avg Win / Avg Loss | 1.6839 | 2.3183 | 1.2089 | 1.4413 | 2.0321 | 0.9917 |
Largest Winning Trade | 101117 | 101117 | 46773 | 808532 | 808532 | 274846 |
Largest Losing Trade | -45730 | -45730 | -41206 | -508554 | -508554 | -186331 |
Avg Bars in Trades | 16 | 23 | 9 | 16 | 23 | 9 |
Avg Bars in Winners | 20 | 33 | 11 | 20 | 33 | 11 |
Avg Bars in Losers | 12 | 15 | 7 | 12 | 15 | 7 |
Bars Traded | 3353 | 2381 | 972 | 3353 | 2381 | 972 |
Profit Streak | 25.1391 | 26.1391 | 25.1391 | 25.1391 | 26.1391 | 25.1391 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563193 | 352987 | -6195 | 451617 | 342504 | -21968 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 33, "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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