Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1449413.4842 | 1420528.9151 | 28884.5691 | 593704.9621 | -570673.0988 | 1164378.0609 |
Total P&L (%) | 1449.4135 | 1420.5289 | 28.8846 | 593.705 | -570.6731 | 1164.3781 |
Avg Daily Profit (%) | 0.8078 | 0.7917 | 0.0161 | 0.108 | 0 | 0.1415 |
Buy And Hold Return (%) | 241.6368 | 241.6368 | 241.6368 | 241.6368 | 241.6368 | 241.6368 |
Max Trade Drawdown | -86160 | -114570 | -174865 | -1244252 | -1694827 | -543843 |
Profit Factor | 2.7506 | 4.9763 | 1.0614 | 1.0851 | 0.8474 | 1.3594 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 45.3488 | 41.8605 | 48.8372 | 45.3488 | 41.8605 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.3149 | 6.9115 | 1.1119 | 1.3077 | 1.1769 | 1.4242 |
Largest Winning Trade | 1256461 | 1256461 | 60579 | 565855 | 565855 | 446157 |
Largest Losing Trade | -51522 | -22428 | -51522 | -266184 | -266184 | -264707 |
Avg Bars in Trades | 60 | 48 | 72 | 60 | 48 | 72 |
Avg Bars in Winners | 98 | 87 | 107 | 98 | 87 | 107 |
Avg Bars in Losers | 29 | 20 | 39 | 29 | 20 | 39 |
Bars Traded | 10392 | 4148 | 6244 | 10392 | 4148 | 6244 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 606451 | 598874 | -490919 | -180075 | -582600 | -5548 |
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{ "first_band": { "type": "wma", "factors": { "length": 211, "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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