Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297886.9987 | 264884.0491 | 33002.9496 | -63498.4266 | 23573.8585 | -87072.2851 |
Total P&L (%) | 297.887 | 264.884 | 33.003 | -63.4984 | 23.5739 | -87.0723 |
Avg Daily Profit (%) | 0.1554 | 0.1382 | 0.0172 | -0.0526 | 0.011 | -0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202216 | -116462 | -112515 | -251437 | -158364 | -163843 |
Profit Factor | 1.2381 | 1.5027 | 1.0456 | 0.9449 | 1.048 | 0.8685 |
Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Winning Trades | 190 | 94 | 96 | 190 | 94 | 96 |
Losing Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Profitability (%) | 52.6316 | 52.2222 | 53.0387 | 52.6316 | 52.2222 | 53.0387 |
Ratio Avg Win / Avg Loss | 1.1143 | 1.3748 | 0.9258 | 0.8504 | 0.9588 | 0.769 |
Largest Winning Trade | 259029 | 259029 | 42182 | 129599 | 129599 | 41322 |
Largest Losing Trade | -67251 | -38722 | -67251 | -83849 | -54157 | -83849 |
Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Winners | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Losers | 15 | 14 | 17 | 15 | 14 | 17 |
Bars Traded | 7326 | 3115 | 4211 | 7326 | 3115 | 4211 |
Profit Streak | 0 | 14.7589 | 0 | 0 | 14.7589 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340279 | -5659 | -343680 | -578271 | -350404 | -579713 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 165, "na": 0.2, "nb": 0.96601, "nc": 0.50364 } }, "second_band": { "type": "sinwma", "factors": { "length": 58, "offset": 0 } } }
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# | 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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