Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544978.248 | 483863.4581 | 61114.7899 | 1054955.3772 | 835703.3025 | 219252.0747 |
Total P&L (%) | 544.9782 | 483.8635 | 61.1148 | 1054.9554 | 835.7033 | 219.2521 |
Avg Daily Profit (%) | 0.2959 | 0.2628 | 0.0332 | 0.133 | 0.1215 | 0.0631 |
Buy And Hold Return (%) | 118.358 | 118.358 | 118.358 | 118.358 | 118.358 | 118.358 |
Max Trade Drawdown | -105335 | -56645 | -96263 | -554245 | -268874 | -479770 |
Profit Factor | 2.7446 | 4.8611 | 1.3267 | 1.7606 | 2.3911 | 1.2788 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 48.3871 | 45.1613 | 51.6129 | 48.3871 | 45.1613 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.9275 | 5.9027 | 1.2438 | 1.878 | 2.9035 | 1.1989 |
Largest Winning Trade | 325226 | 325226 | 52913 | 454489 | 454489 | 247904 |
Largest Losing Trade | -28514 | -17409 | -28514 | -202345 | -107994 | -202345 |
Avg Bars in Trades | 56 | 51 | 60 | 56 | 51 | 60 |
Avg Bars in Winners | 77 | 79 | 76 | 77 | 79 | 76 |
Avg Bars in Losers | 35 | 28 | 43 | 35 | 28 | 43 |
Bars Traded | 3472 | 1604 | 1868 | 3472 | 1604 | 1868 |
Profit Streak | 0 | 0 | 256.1825 | 0 | 0 | 256.1825 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146717 | 424258 | -312946 | -170911 | -27752 | -115509 |
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{ "first_band": { "type": "wma", "factors": { "length": 160, "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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