Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820020.8139 | 747386.2569 | 72634.5571 | 2047259.8441 | 2135194.8669 | -87935.0228 |
Total P&L (%) | 820.0208 | 747.3863 | 72.6346 | 2047.2598 | 2135.1949 | -87.935 |
Avg Daily Profit (%) | 0.4499 | 0.4101 | 0.0399 | 0.1684 | 0.1706 | -0.116 |
Buy And Hold Return (%) | 339.3047 | 339.3047 | 339.3047 | 339.3047 | 339.3047 | 339.3047 |
Max Trade Drawdown | -123235 | -95406 | -63512 | -3363858 | -1835679 | -2071007 |
Profit Factor | 2.3709 | 3.4256 | 1.2504 | 1.1943 | 1.4202 | 0.9839 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 51.0638 | 53.1915 | 48.9362 | 51.0638 | 53.1915 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.2721 | 3.0145 | 1.3048 | 1.1445 | 1.2498 | 1.0267 |
Largest Winning Trade | 252607 | 252607 | 74104 | 2012603 | 2012603 | 1281669 |
Largest Losing Trade | -43018 | -43018 | -35164 | -1472784 | -753316 | -1472784 |
Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Winners | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 3581 | 1723 | 1857 | 3581 | 1723 | 1857 |
Profit Streak | 27.0719 | 47.5719 | 27.0719 | 27.0719 | 47.5719 | 27.0719 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431358 | 428477 | -305455 | 61529 | 330792 | -578902 |
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{ "first_band": { "type": "wma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 51, "offset": 0, "poles": 2 } } }
# | 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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