Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3169097.0844 | 3216265.4331 | -47168.3487 | 196369.3314 | 2488309.9968 | -2291940.6654 |
Total P&L (%) | 3169.0971 | 3216.2654 | -47.1683 | 196.3693 | 2488.31 | -2291.9407 |
Avg Daily Profit (%) | 1.6824 | 1.7074 | -0.025 | 0.0577 | 0.1729 | 0 |
Buy And Hold Return (%) | 341.3407 | 341.3407 | 341.3407 | 341.3407 | 341.3407 | 341.3407 |
Max Trade Drawdown | -328678 | -268692 | -69687 | -10802021 | -8538997 | -2359222 |
Profit Factor | 5.8452 | 7.387 | 0.6866 | 1.0138 | 1.2419 | 0.416 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 42.8571 | 40 | 45.6522 | 42.8571 | 40 | 45.6522 |
Ratio Avg Win / Avg Loss | 7.7935 | 11.0805 | 0.8174 | 1.3518 | 1.8629 | 0.4953 |
Largest Winning Trade | 2210883 | 2210883 | 23326 | 10523575 | 10523575 | 484525 |
Largest Losing Trade | -59746 | -59746 | -22137 | -2504455 | -2504455 | -1947759 |
Avg Bars in Trades | 114 | 212 | 18 | 114 | 212 | 18 |
Avg Bars in Winners | 144 | 287 | 22 | 144 | 287 | 22 |
Avg Bars in Losers | 91 | 162 | 15 | 91 | 162 | 15 |
Bars Traded | 10405 | 9566 | 839 | 10405 | 9566 | 839 |
Profit Streak | 0 | 106.1165 | 0 | 0 | 106.1165 | 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 | 713220 | 691936 | -582117 | -489522 | 193834 | -582117 |
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{ "first_band": { "type": "wma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 57, "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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