Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -259434.329 | 617178.4127 | -876612.7416 | 56580552.0496 | 46998064.8102 | 9582487.2394 |
Total P&L (%) | -259.4343 | 617.1784 | -876.6127 | 56580.5521 | 46998.0648 | 9582.4872 |
Avg Daily Profit (%) | -0.1144 | 0.2721 | -0.3865 | 0.2799 | 0.2717 | 0.2018 |
Buy And Hold Return (%) | 10239.6379 | 10239.6379 | 10239.6379 | 10239.6379 | 10239.6379 | 10239.6379 |
Max Trade Drawdown | -1052248 | -65679 | -1144452 | -38577177 | -19892449 | -34864257 |
Profit Factor | 0.8568 | 2.564 | 0.3815 | 1.5493 | 1.9762 | 1.1747 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 117 | 54 | 63 | 119 | 55 | 64 |
Losing Trades | 117 | 63 | 54 | 115 | 62 | 53 |
Profitability (%) | 50 | 46.1538 | 53.8462 | 50.8547 | 47.0085 | 54.7009 |
Ratio Avg Win / Avg Loss | 0.8568 | 2.9913 | 0.327 | 1.4972 | 2.2278 | 0.9728 |
Largest Winning Trade | 180694 | 180694 | 49190 | 27247106 | 27247106 | 13041208 |
Largest Losing Trade | -555024 | -38150 | -555024 | -34864257 | -12821753 | -34864257 |
Avg Bars in Trades | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Winners | 22 | 27 | 18 | 23 | 27 | 19 |
Avg Bars in Losers | 14 | 16 | 11 | 13 | 16 | 9 |
Bars Traded | 4279 | 2505 | 1774 | 4279 | 2505 | 1774 |
Profit Streak | 0 | 0 | 6.0597 | 0 | 0 | 6.0597 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579275 | -153696 | -579548 | 394500 | 344829 | -186459 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 49 } }, "second_band": { "type": "wma", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 49 } }, "second_band": { "type": "wma", "factors": { "length": 213, "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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