Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1643590.6787 | 1504411.4754 | 139179.2034 | 14621928.1164 | 483468.6664 | 14138459.45 |
Total P&L (%) | 1643.5907 | 1504.4115 | 139.1792 | 14621.9281 | 483.4687 | 14138.4595 |
Avg Daily Profit (%) | 0.8719 | 0.7981 | 0.0738 | 0.2652 | 0.0936 | 0.2634 |
Buy And Hold Return (%) | 395.7413 | 395.7413 | 395.7413 | 395.7413 | 395.7413 | 395.7413 |
Max Trade Drawdown | -101464 | -75484 | -49211 | -30008515 | -15565339 | -14613093 |
Profit Factor | 5.3325 | 8.8735 | 1.7392 | 1.2769 | 1.017 | 1.581 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 50.6173 | 43.9024 | 57.5 | 50.6173 | 43.9024 | 57.5 |
Ratio Avg Win / Avg Loss | 5.2024 | 11.3384 | 1.2855 | 1.2458 | 1.2995 | 1.1685 |
Largest Winning Trade | 872600 | 872600 | 59962 | 14830286 | 14830286 | 14361107 |
Largest Losing Trade | -42406 | -22821 | -42406 | -8110815 | -6691021 | -8110815 |
Avg Bars in Trades | 66 | 49 | 83 | 66 | 49 | 83 |
Avg Bars in Winners | 96 | 83 | 106 | 96 | 83 | 106 |
Avg Bars in Losers | 35 | 23 | 52 | 35 | 23 | 52 |
Bars Traded | 5366 | 2036 | 3331 | 5366 | 2036 | 3331 |
Profit Streak | 0 | 0 | 30.0436 | 0 | 0 | 30.0436 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 107409 | 609975 | -256411 | -7659 | -368977 | 429151 |
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{ "first_band": { "type": "wma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 207, "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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