Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544437.4346 | 352607.3245 | 191830.1101 | 278048.5138 | -1125562.4892 | 1403611.0029 |
Total P&L (%) | 544.4374 | 352.6073 | 191.8301 | 278.0485 | -1125.5625 | 1403.611 |
Avg Daily Profit (%) | 0.3016 | 0.1953 | 0.1063 | 0.0737 | 0 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158419 | -133904 | -114250 | -3009211 | -2214637 | -2148737 |
Profit Factor | 1.6444 | 1.8644 | 1.439 | 1.0337 | 0.7213 | 1.3326 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 99 | 38 | 61 | 99 | 38 | 61 |
Losing Trades | 120 | 72 | 48 | 120 | 72 | 48 |
Profitability (%) | 45.2055 | 34.5455 | 55.9633 | 45.2055 | 34.5455 | 55.9633 |
Ratio Avg Win / Avg Loss | 1.9932 | 3.5326 | 1.1323 | 1.2529 | 1.3667 | 1.0486 |
Largest Winning Trade | 329689 | 329689 | 65468 | 1067151 | 615986 | 1067151 |
Largest Losing Trade | -57291 | -28730 | -57291 | -1189398 | -559490 | -1189398 |
Avg Bars in Trades | 32 | 22 | 42 | 32 | 22 | 42 |
Avg Bars in Winners | 45 | 34 | 52 | 45 | 34 | 52 |
Avg Bars in Losers | 21 | 16 | 28 | 21 | 16 | 28 |
Bars Traded | 7102 | 2515 | 4587 | 7102 | 2515 | 4587 |
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 | 406859 | 184532 | -49681 | -278760 | -585105 | 302569 |
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{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 89, "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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