Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226521.1687 | 1156146.6515 | 70374.5172 | 5497441.621 | 6106044.9814 | -608603.3604 |
Total P&L (%) | 1226.5212 | 1156.1467 | 70.3745 | 5497.4416 | 6106.045 | -608.6034 |
Avg Daily Profit (%) | 0.5593 | 0.5272 | 0.0321 | 0.1837 | 0.1884 | 0 |
Buy And Hold Return (%) | 725.8362 | 725.8362 | 725.8362 | 725.8362 | 725.8362 | 725.8362 |
Max Trade Drawdown | -98288 | -87643 | -94146 | -4137341 | -2699388 | -2144577 |
Profit Factor | 3.1012 | 5.0823 | 1.2342 | 1.523 | 2.1188 | 0.8796 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 48.9051 | 40.5797 | 57.3529 | 48.9051 | 40.5797 | 57.3529 |
Ratio Avg Win / Avg Loss | 3.2401 | 7.442 | 0.9177 | 1.5912 | 3.1026 | 0.654 |
Largest Winning Trade | 463531 | 463531 | 63744 | 5888202 | 5888202 | 502209 |
Largest Losing Trade | -75705 | -23470 | -75705 | -2144577 | -951701 | -2144577 |
Avg Bars in Trades | 60 | 51 | 69 | 60 | 51 | 69 |
Avg Bars in Winners | 91 | 86 | 95 | 91 | 86 | 95 |
Avg Bars in Losers | 29 | 26 | 34 | 29 | 26 | 34 |
Bars Traded | 8240 | 3534 | 4706 | 8240 | 3534 | 4706 |
Profit Streak | 0 | 0 | 35.5938 | 0 | 0 | 35.5938 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288510 | -96535 | -425465 | 374166 | -93653 | -688462 |
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{ "first_band": { "type": "wma", "factors": { "length": 218, "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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