Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1417381.4757 | 1380194.5597 | 37186.916 | 18930118.915 | 17376011.2608 | 1554107.6542 |
Total P&L (%) | 1417.3815 | 1380.1946 | 37.1869 | 18930.1189 | 17376.0113 | 1554.1077 |
Avg Daily Profit (%) | 0.7616 | 0.7416 | 0.02 | 0.2824 | 0.2778 | 0.1509 |
Buy And Hold Return (%) | 7018.1181 | 7018.1181 | 7018.1181 | 7018.1181 | 7018.1181 | 7018.1181 |
Max Trade Drawdown | -90000 | -51697 | -116138 | -4288272 | -1315136 | -5719736 |
Profit Factor | 4.5071 | 9.5195 | 1.1536 | 2.3684 | 5.6032 | 1.1545 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 55.7143 | 62.8571 | 48.5714 | 55.7143 | 62.8571 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.5826 | 5.6252 | 1.2214 | 1.8826 | 3.311 | 1.2224 |
Largest Winning Trade | 560824 | 560824 | 61989 | 5146524 | 5146524 | 5117546 |
Largest Losing Trade | -37534 | -37534 | -31568 | -3105641 | -1315136 | -3105641 |
Avg Bars in Trades | 154 | 150 | 158 | 154 | 150 | 158 |
Avg Bars in Winners | 217 | 205 | 233 | 217 | 205 | 233 |
Avg Bars in Losers | 75 | 58 | 87 | 75 | 58 | 87 |
Bars Traded | 10820 | 5270 | 5550 | 10820 | 5270 | 5550 |
Profit Streak | 0 | 75.1999 | 0 | 0 | 75.1999 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -243265 | -142367 | -384100 | -87885 | 555798 | -209302 |
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 142 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 142 } }, "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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