Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116236.8316 | 1024057.9174 | 92178.9142 | 4877206.2515 | 2522392.7797 | 2354813.4718 |
Total P&L (%) | 1116.2368 | 1024.0579 | 92.1789 | 4877.2063 | 2522.3928 | 2354.8135 |
Avg Daily Profit (%) | 0.5964 | 0.5471 | 0.0493 | 0.209 | 0.1747 | 0.1712 |
Buy And Hold Return (%) | 415.0456 | 415.0456 | 415.0456 | 415.0456 | 415.0456 | 415.0456 |
Max Trade Drawdown | -88110 | -89041 | -139536 | -8675303 | -3154090 | -6118303 |
Profit Factor | 2.2743 | 3.5599 | 1.1937 | 1.1647 | 1.1871 | 1.1459 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 56.4103 | 52.0408 | 60.8247 | 56.4103 | 52.0408 | 60.8247 |
Ratio Avg Win / Avg Loss | 1.7574 | 3.2807 | 0.7688 | 0.9 | 1.094 | 0.7381 |
Largest Winning Trade | 431416 | 431416 | 58474 | 4128128 | 4128128 | 3907209 |
Largest Losing Trade | -36294 | -29688 | -36294 | -3281996 | -1256088 | -3281996 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 32 | 23 | 40 | 32 | 23 | 40 |
Avg Bars in Losers | 22 | 18 | 27 | 22 | 18 | 27 |
Bars Traded | 5467 | 2070 | 3397 | 5467 | 2070 | 3397 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521920 | 511914 | -300946 | -30813 | -7253 | -53661 |
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{ "first_band": { "type": "wma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 86, "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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