Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409774.9441 | 1124674.307 | 285100.6371 | 206733191.3705 | 111210794.8173 | 95522396.5532 |
Total P&L (%) | 1409.7749 | 1124.6743 | 285.1006 | 206733.1914 | 111210.7948 | 95522.3966 |
Avg Daily Profit (%) | 0.7764 | 0.6194 | 0.157 | 0.4214 | 0.3871 | 0.3787 |
Buy And Hold Return (%) | 619.6622 | 619.6622 | 619.6622 | 619.6622 | 619.6622 | 619.6622 |
Max Trade Drawdown | -109064 | -70668 | -90659 | -75906456 | -55346436 | -41238908 |
Profit Factor | 2.4141 | 3.0731 | 1.6273 | 1.6096 | 1.5941 | 1.6286 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 152 | 68 | 84 | 152 | 68 | 84 |
Losing Trades | 151 | 83 | 68 | 151 | 83 | 68 |
Profitability (%) | 50.165 | 45.0331 | 55.2632 | 50.165 | 45.0331 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.3982 | 3.751 | 1.3174 | 1.599 | 1.9457 | 1.3184 |
Largest Winning Trade | 276391 | 276391 | 43070 | 59989817 | 59989817 | 22033659 |
Largest Losing Trade | -35790 | -35790 | -29353 | -24590992 | -22477529 | -24590992 |
Avg Bars in Trades | 17 | 25 | 9 | 17 | 25 | 9 |
Avg Bars in Winners | 21 | 35 | 10 | 21 | 35 | 10 |
Avg Bars in Losers | 13 | 18 | 8 | 13 | 18 | 8 |
Bars Traded | 5385 | 3920 | 1465 | 5385 | 3920 | 1465 |
Profit Streak | 0 | 43.4926 | 0 | 0 | 43.4926 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518137 | 321861 | -155353 | 534971 | 439136 | 458587 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 35, "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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