Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1210605.6603 | 1322335.3645 | -111729.7043 | -85519.8253 | -49379.0914 | -36140.7338 |
Total P&L (%) | 1210.6057 | 1322.3354 | -111.7297 | -85.5198 | -49.3791 | -36.1407 |
Avg Daily Profit (%) | 0.6744 | 0.7366 | -0.0622 | -0.1076 | -0.0379 | -0.025 |
Buy And Hold Return (%) | 405.421 | 405.421 | 405.421 | 405.421 | 405.421 | 405.421 |
Max Trade Drawdown | -374874 | -308235 | -130487 | -3146139 | -3091253 | -320832 |
Profit Factor | 2.1282 | 2.7698 | 0.6572 | 0.9834 | 0.988 | 0.9654 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 37.037 | 34.0426 | 40 | 37.037 | 34.0426 | 40 |
Ratio Avg Win / Avg Loss | 3.6179 | 5.3665 | 0.9858 | 1.6717 | 1.9142 | 1.4481 |
Largest Winning Trade | 1294676 | 1294676 | 15888 | 1541907 | 1541907 | 141764 |
Largest Losing Trade | -47607 | -47607 | -29227 | -505463 | -505463 | -215156 |
Avg Bars in Trades | 106 | 192 | 21 | 106 | 192 | 21 |
Avg Bars in Winners | 146 | 292 | 23 | 146 | 292 | 23 |
Avg Bars in Losers | 83 | 141 | 20 | 83 | 141 | 20 |
Bars Traded | 20122 | 18103 | 2019 | 20122 | 18103 | 2019 |
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 | 322739 | 306819 | -584689 | -582051 | -584509 | -583023 |
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{ "first_band": { "type": "wma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 53, "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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