Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74162.5531 | 37246.5175 | 36916.0356 | 85618.2861 | 29626.8568 | 55991.4293 |
Total P&L (%) | 74.1626 | 37.2465 | 36.916 | 85.6183 | 29.6269 | 55.9914 |
Avg Daily Profit (%) | 0.1615 | 0.0811 | 0.0804 | 0.1348 | 0.0565 | 0.0969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28338 | -27900 | -20268 | -67820 | -66960 | -29097 |
Profit Factor | 1.2727 | 1.2804 | 1.2653 | 1.2027 | 1.1352 | 1.2754 |
Total Trades | 672 | 336 | 336 | 672 | 336 | 336 |
Winning Trades | 424 | 213 | 211 | 424 | 213 | 211 |
Losing Trades | 248 | 123 | 125 | 248 | 123 | 125 |
Profitability (%) | 63.0952 | 63.3929 | 62.7976 | 63.0952 | 63.3929 | 62.7976 |
Ratio Avg Win / Avg Loss | 0.7444 | 0.7394 | 0.7496 | 0.7034 | 0.6555 | 0.7556 |
Largest Winning Trade | 6539 | 4532 | 6539 | 9775 | 6249 | 9775 |
Largest Losing Trade | -26085 | -26085 | -19366 | -63012 | -63012 | -27792 |
Avg Bars in Trades | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Winners | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Losers | 28 | 25 | 30 | 28 | 25 | 30 |
Bars Traded | 10781 | 5139 | 5642 | 10781 | 5139 | 5642 |
Profit Streak | 589.4623 | 0 | 592.4623 | 589.4623 | 0 | 592.4623 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405489 | -86070 | -86173 | -9500 | -191625 | -62566 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.94139, "nc": 0.1 } }, "second_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } } }
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# | 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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