Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187104.3312 | 79895.7281 | 107208.6031 | 123479.4153 | -56433.5224 | 179912.9377 |
Total P&L (%) | 187.1043 | 79.8957 | 107.2086 | 123.4794 | -56.4335 | 179.9129 |
Avg Daily Profit (%) | 0.1675 | 0.0715 | 0.096 | 0.072 | -0.0743 | 0.0922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94197 | -69799 | -44546 | -477787 | -340618 | -194351 |
Profit Factor | 1.5748 | 1.4313 | 1.7642 | 1.1097 | 0.9079 | 1.3509 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 47.3684 | 39.5833 | 55.3191 | 47.3684 | 39.5833 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.7497 | 2.1846 | 1.4249 | 1.233 | 1.3858 | 1.0911 |
Largest Winning Trade | 154438 | 154438 | 31212 | 218444 | 218444 | 154325 |
Largest Losing Trade | -27605 | -18770 | -27605 | -112697 | -112697 | -110775 |
Avg Bars in Trades | 33 | 22 | 43 | 33 | 22 | 43 |
Avg Bars in Winners | 48 | 31 | 60 | 48 | 31 | 60 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 3149 | 1094 | 2056 | 3149 | 1094 | 2056 |
Profit Streak | 0 | 0 | 17.2305 | 0 | 0 | 17.2305 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340085 | -99151 | -61297 | -197449 | -582795 | -68184 |
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{ "first_band": { "type": "wma", "factors": { "length": 122, "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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