Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1717315.8726 | 1769629.6269 | -52313.7542 | -136446.1308 | -60222.0982 | -76224.0326 |
Total P&L (%) | 1717.3159 | 1769.6296 | -52.3138 | -136.4461 | -60.2221 | -76.224 |
Avg Daily Profit (%) | 0.7226 | 0.7446 | -0.022 | 0 | -0.0388 | -0.0604 |
Buy And Hold Return (%) | 302.4904 | 302.4904 | 302.4904 | 302.4904 | 302.4904 | 302.4904 |
Max Trade Drawdown | -191160 | -111100 | -152075 | -210525 | -128081 | -119554 |
Profit Factor | 3.4442 | 6.9874 | 0.8715 | 0.7175 | 0.7273 | 0.7093 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 44 | 18 | 26 | 51 | 27 | 24 |
Losing Trades | 56 | 32 | 24 | 49 | 23 | 26 |
Profitability (%) | 44 | 36 | 52 | 51 | 54 | 48 |
Ratio Avg Win / Avg Loss | 4.3835 | 12.422 | 0.8044 | 0.6894 | 0.6195 | 0.7684 |
Largest Winning Trade | 1643636 | 1643636 | 58065 | 26864 | 26864 | 23226 |
Largest Losing Trade | -103146 | -45095 | -103146 | -76383 | -76383 | -39932 |
Avg Bars in Trades | 45 | 37 | 53 | 45 | 37 | 53 |
Avg Bars in Winners | 62 | 64 | 60 | 32 | 20 | 45 |
Avg Bars in Losers | 32 | 21 | 46 | 59 | 56 | 61 |
Bars Traded | 4550 | 1859 | 2691 | 4550 | 1859 | 2691 |
Profit Streak | 0 | 0 | 0 | 46.6194 | 270.6194 | 46.6194 |
Trades During Streak | 0 | 0 | 0 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581144 | -165045 | -760574 | -578963 | -758898 | -761052 |
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{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 168, "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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