Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -38634.7806 | 124715.719 | -163350.4996 | 2742667.558 | 917497.5115 | 1825170.0465 |
Total P&L (%) | -38.6348 | 124.7157 | -163.3505 | 2742.6676 | 917.4975 | 1825.17 |
Avg Daily Profit (%) | -0.0205 | 0.0662 | -0.0868 | 0.1779 | 0.1233 | 0.1572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -326305 | -54387 | -326305 | -2975353 | -930895 | -2614349 |
Profit Factor | 0.9497 | 1.5034 | 0.6864 | 1.4037 | 1.2615 | 1.5555 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 109 | 52 | 57 | 67 | 33 | 34 |
Losing Trades | 20 | 12 | 8 | 62 | 31 | 31 |
Profitability (%) | 84.4961 | 81.25 | 87.6923 | 51.938 | 51.5625 | 52.3077 |
Ratio Avg Win / Avg Loss | 0.1743 | 0.3469 | 0.0963 | 1.2989 | 1.185 | 1.4182 |
Largest Winning Trade | 47136 | 47136 | 30492 | 2765738 | 717223 | 2765738 |
Largest Losing Trade | -326305 | -40220 | -326305 | -715968 | -715968 | -530104 |
Avg Bars in Trades | 27 | 32 | 21 | 27 | 32 | 21 |
Avg Bars in Winners | 10 | 10 | 11 | 30 | 39 | 21 |
Avg Bars in Losers | 115 | 127 | 98 | 23 | 25 | 22 |
Bars Traded | 3509 | 2084 | 1425 | 3509 | 2084 | 1425 |
Profit Streak | 77.9507 | 77.9507 | 282.4507 | 77.9507 | 77.9507 | 282.4507 |
Trades During Streak | 13 | 6 | 14 | 13 | 6 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573864 | -238494 | -705977 | 400578 | -165633 | -120220 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 208, "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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