Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232876.384 | 1236689.0843 | -3812.7003 | 7985006.0495 | 15332116.6693 | -7347110.6198 |
Total P&L (%) | 1232.8764 | 1236.6891 | -3.8127 | 7985.006 | 15332.1167 | -7347.1106 |
Avg Daily Profit (%) | 0.657 | 0.659 | -0.002 | 0.2344 | 0.2689 | 0 |
Buy And Hold Return (%) | 6065.2844 | 6065.2844 | 6065.2844 | 6065.2844 | 6065.2844 | 6065.2844 |
Max Trade Drawdown | -99815 | -51488 | -144436 | -12427663 | -4095606 | -13709345 |
Profit Factor | 2.4829 | 4.8701 | 0.9926 | 1.1509 | 1.7016 | 0.7635 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 53.3333 | 50.6024 | 56.0976 | 53.3333 | 50.6024 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.1725 | 4.7542 | 0.7768 | 1.007 | 1.6611 | 0.5975 |
Largest Winning Trade | 525819 | 525819 | 65172 | 5667233 | 5667233 | 2219183 |
Largest Losing Trade | -52370 | -46357 | -52370 | -6776378 | -3536399 | -6776378 |
Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 17 | 13 | 22 | 17 | 13 | 22 |
Bars Traded | 3673 | 1654 | 2019 | 3673 | 1654 | 2019 |
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 | -147527 | -146093 | -584167 | -111952 | 300386 | -584167 |
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{ "first_band": { "type": "wma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 69, "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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