Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2822881.1044 | 2635049.5132 | 187831.5912 | 41357560.6001 | 16344742.7132 | 25012817.8868 |
Total P&L (%) | 2822.8811 | 2635.0495 | 187.8316 | 41357.5606 | 16344.7427 | 25012.8179 |
Avg Daily Profit (%) | 1.2447 | 1.1618 | 0.0828 | 0.2661 | 0.2252 | 0.2439 |
Buy And Hold Return (%) | 383.3161 | 383.3161 | 383.3161 | 383.3161 | 383.3161 | 383.3161 |
Max Trade Drawdown | -64086 | -47334 | -43280 | -55217199 | -32302393 | -34107881 |
Profit Factor | 7.2137 | 12.7248 | 1.8182 | 1.2541 | 1.2254 | 1.2772 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 53.7313 | 47.0588 | 60.6061 | 53.7313 | 47.0588 | 60.6061 |
Ratio Avg Win / Avg Loss | 6.2118 | 14.3154 | 1.1819 | 1.0799 | 1.3786 | 0.8302 |
Largest Winning Trade | 1573576 | 1573576 | 62430 | 31157564 | 28821596 | 31157564 |
Largest Losing Trade | -44194 | -44194 | -34095 | -26371420 | -12642395 | -26371420 |
Avg Bars in Trades | 96 | 84 | 107 | 96 | 84 | 107 |
Avg Bars in Winners | 129 | 125 | 132 | 129 | 125 | 132 |
Avg Bars in Losers | 57 | 49 | 69 | 57 | 49 | 69 |
Bars Traded | 6443 | 2886 | 3557 | 6443 | 2886 | 3557 |
Profit Streak | 0 | 0 | 164.045 | 0 | 0 | 164.045 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98435 | 747487 | -243505 | -112109 | 241931 | 324269 |
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{ "first_band": { "type": "wma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 3 } } }
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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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