Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276224.4038 | 288054.1515 | -11829.7477 | -16129.2801 | 51294.5627 | -67423.8428 |
Total P&L (%) | 276.2244 | 288.0542 | -11.8297 | -16.1293 | 51.2946 | -67.4238 |
Avg Daily Profit (%) | 0.1479 | 0.1542 | -0.0063 | -0.0094 | 0.0222 | -0.06 |
Buy And Hold Return (%) | 20.759 | 20.759 | 20.759 | 20.759 | 20.759 | 20.759 |
Max Trade Drawdown | -126568 | -103463 | -158204 | -62112 | -43398 | -96283 |
Profit Factor | 1.4354 | 1.9003 | 0.9624 | 0.946 | 1.3794 | 0.588 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 45.8824 | 44.186 | 47.619 | 45.8824 | 44.186 | 47.619 |
Ratio Avg Win / Avg Loss | 1.693 | 2.4004 | 1.0586 | 1.1158 | 1.7423 | 0.6468 |
Largest Winning Trade | 181833 | 181833 | 52023 | 41455 | 41455 | 21947 |
Largest Losing Trade | -47866 | -29228 | -47866 | -29535 | -23521 | -29535 |
Avg Bars in Trades | 61 | 51 | 72 | 61 | 51 | 72 |
Avg Bars in Winners | 95 | 81 | 107 | 95 | 81 | 107 |
Avg Bars in Losers | 33 | 27 | 39 | 33 | 27 | 39 |
Bars Traded | 5236 | 2209 | 3027 | 5236 | 2209 | 3027 |
Profit Streak | 0 | 0 | 73.0579 | 0 | 0 | 73.0579 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 180163 | 310587 | -579027 | -580485 | -167528 | -580694 |
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{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "hilo", "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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