Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950530.7564 | 886626.3175 | 63904.439 | 3250321.25 | 2680914.7295 | 569406.5205 |
Total P&L (%) | 950.5308 | 886.6263 | 63.9044 | 3250.3213 | 2680.9147 | 569.4065 |
Avg Daily Profit (%) | 0.4271 | 0.3984 | 0.0287 | 0.1579 | 0.1495 | 0.0855 |
Buy And Hold Return (%) | 374.7368 | 374.7368 | 374.7368 | 374.7368 | 374.7368 | 374.7368 |
Max Trade Drawdown | -148392 | -92413 | -101855 | -18211180 | -10437675 | -9633811 |
Profit Factor | 1.4013 | 1.8128 | 1.05 | 1.0259 | 1.0442 | 1.0088 |
Total Trades | 1173 | 587 | 586 | 1173 | 587 | 586 |
Winning Trades | 413 | 199 | 214 | 413 | 199 | 214 |
Losing Trades | 759 | 387 | 372 | 759 | 387 | 372 |
Profitability (%) | 35.2089 | 33.9012 | 36.5188 | 35.2089 | 33.9012 | 36.5188 |
Ratio Avg Win / Avg Loss | 2.5753 | 3.5255 | 1.8253 | 1.8854 | 2.0307 | 1.7536 |
Largest Winning Trade | 455130 | 455130 | 47758 | 9282412 | 9282412 | 4453886 |
Largest Losing Trade | -15738 | -10946 | -15738 | -2352123 | -1861313 | -2352123 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 6642 | 3264 | 3378 | 6642 | 3264 | 3378 |
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 | 322318 | 189064 | -487165 | -182540 | -167303 | -300734 |
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{ "first_band": { "type": "wma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 12, "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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