Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1421940.1495 | 1584293.3291 | -162353.1796 | -99018.0248 | -43426.4961 | -55591.5287 |
Total P&L (%) | 1421.9401 | 1584.2933 | -162.3532 | -99.018 | -43.4265 | -55.5915 |
Avg Daily Profit (%) | 0.6038 | 0.6727 | -0.0689 | -0.1961 | -0.0242 | -0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226464 | -209103 | -229735 | -101826 | -69846 | -65348 |
Profit Factor | 2.0543 | 2.8371 | 0.6661 | 0.6665 | 0.7615 | 0.5161 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Profitability (%) | 37.619 | 36.1905 | 39.0476 | 37.619 | 36.1905 | 39.0476 |
Ratio Avg Win / Avg Loss | 3.4065 | 5.0022 | 1.0398 | 1.1053 | 1.3426 | 0.8056 |
Largest Winning Trade | 1774913 | 1774913 | 30138 | 83900 | 83900 | 16816 |
Largest Losing Trade | -71344 | -56888 | -71344 | -58156 | -27508 | -58156 |
Avg Bars in Trades | 32 | 54 | 10 | 32 | 54 | 10 |
Avg Bars in Winners | 48 | 86 | 13 | 48 | 86 | 13 |
Avg Bars in Losers | 23 | 36 | 9 | 23 | 36 | 9 |
Bars Traded | 6875 | 5746 | 1129 | 6875 | 5746 | 1129 |
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 | 420427 | 426560 | -583367 | -582826 | -584756 | -585034 |
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{ "first_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 14, "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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