Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -399297.3223 | 68720.447 | -468017.7693 | 10028788.5816 | 1284577.3922 | 8744211.1894 |
Total P&L (%) | -399.2973 | 68.7204 | -468.0178 | 10028.7886 | 1284.5774 | 8744.2112 |
Avg Daily Profit (%) | -0.1646 | 0.0283 | -0.1929 | 0.1905 | 0.1084 | 0.1849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -734773 | -38520 | -720035 | -1182003 | -1396222 | -759991 |
Profit Factor | 0.5253 | 1.6622 | 0.3653 | 2.8861 | 1.3051 | 8.898 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 58 | 24 | 34 | 60 | 25 | 35 |
Losing Trades | 21 | 15 | 6 | 19 | 14 | 5 |
Profitability (%) | 73.4177 | 61.5385 | 85 | 75.9494 | 64.1026 | 87.5 |
Ratio Avg Win / Avg Loss | 0.1902 | 1.0389 | 0.0645 | 0.9139 | 0.7309 | 1.2711 |
Largest Winning Trade | 46043 | 46043 | 35433 | 886375 | 886375 | 798649 |
Largest Losing Trade | -416061 | -22631 | -416061 | -1182003 | -1182003 | -759991 |
Avg Bars in Trades | 51 | 57 | 45 | 51 | 57 | 45 |
Avg Bars in Winners | 18 | 14 | 22 | 26 | 15 | 34 |
Avg Bars in Losers | 141 | 126 | 180 | 130 | 131 | 128 |
Bars Traded | 4065 | 2229 | 1836 | 4065 | 2229 | 1836 |
Profit Streak | 65.0804 | 65.0804 | 532.5804 | 65.0804 | 65.0804 | 532.5804 |
Trades During Streak | 3 | 1 | 15 | 3 | 1 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607357 | -151017 | -574861 | -15561 | -47050 | 773476 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 52, "offset": 238 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 52, "offset": 238 } } }
# | 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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