Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1962263.6493 | 1835484.4613 | 126779.188 | 2926372.3658 | -721379.4545 | 3647751.8203 |
Total P&L (%) | 1962.2636 | 1835.4845 | 126.7792 | 2926.3724 | -721.3795 | 3647.7518 |
Avg Daily Profit (%) | 1.0533 | 0.9852 | 0.0681 | 0.1832 | 0 | 0.1947 |
Buy And Hold Return (%) | 66.8974 | 66.8974 | 66.8974 | 66.8974 | 66.8974 | 66.8974 |
Max Trade Drawdown | -106809 | -80059 | -49124 | -7653478 | -5655045 | -2906952 |
Profit Factor | 6.1322 | 10.4835 | 1.6715 | 1.1332 | 0.9343 | 1.3323 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 39.3939 | 46.875 | 43.0769 | 39.3939 | 46.875 |
Ratio Avg Win / Avg Loss | 8.1032 | 16.1285 | 1.8944 | 1.4975 | 1.4374 | 1.51 |
Largest Winning Trade | 1719074 | 1719074 | 63274 | 4057098 | 4057098 | 2744412 |
Largest Losing Trade | -28259 | -21119 | -28259 | -2094140 | -1760180 | -2094140 |
Avg Bars in Trades | 79 | 60 | 100 | 79 | 60 | 100 |
Avg Bars in Winners | 129 | 104 | 150 | 129 | 104 | 150 |
Avg Bars in Losers | 42 | 31 | 56 | 42 | 31 | 56 |
Bars Traded | 5198 | 1982 | 3216 | 5198 | 1982 | 3216 |
Profit Streak | 0 | 0 | 58.4209 | 0 | 0 | 58.4209 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117055 | 637402 | -106762 | -205033 | -583260 | 328175 |
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{ "first_band": { "type": "wma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 241, "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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