Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446006.5398 | 231864.6993 | 214141.8404 | 485748.7094 | -69934.6605 | 555683.3699 |
Total P&L (%) | 446.0065 | 231.8647 | 214.1418 | 485.7487 | -69.9347 | 555.6834 |
Avg Daily Profit (%) | 0.2459 | 0.1278 | 0.1181 | 0.0975 | -0.0662 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110342 | -87597 | -76145 | -1153161 | -1010594 | -655423 |
Profit Factor | 1.2499 | 1.2835 | 1.2215 | 1.0412 | 0.9869 | 1.0863 |
Total Trades | 870 | 435 | 435 | 870 | 435 | 435 |
Winning Trades | 408 | 188 | 220 | 408 | 188 | 220 |
Losing Trades | 462 | 247 | 215 | 462 | 247 | 215 |
Profitability (%) | 46.8966 | 43.2184 | 50.5747 | 46.8966 | 43.2184 | 50.5747 |
Ratio Avg Win / Avg Loss | 1.4153 | 1.6863 | 1.1937 | 1.179 | 1.2967 | 1.0616 |
Largest Winning Trade | 89894 | 89894 | 50862 | 289868 | 289868 | 276043 |
Largest Losing Trade | -24125 | -16315 | -24125 | -207548 | -147785 | -207548 |
Avg Bars in Trades | 24 | 19 | 30 | 24 | 19 | 30 |
Avg Bars in Winners | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Losers | 19 | 15 | 24 | 19 | 15 | 24 |
Bars Traded | 21620 | 8437 | 13183 | 21620 | 8437 | 13183 |
Profit Streak | 0 | 13.6245 | 0 | 0 | 13.6245 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425615 | -20818 | -33981 | -233995 | -578675 | -177902 |
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{ "first_band": { "type": "wma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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