Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2756421.0969 | 2677024.779 | 79396.3179 | 5354689.9531 | 7764316.3079 | -2409626.3547 |
Total P&L (%) | 2756.4211 | 2677.0248 | 79.3963 | 5354.69 | 7764.3163 | -2409.6264 |
Avg Daily Profit (%) | 1.2468 | 1.2109 | 0.0359 | 0.1811 | 0.1976 | 0 |
Buy And Hold Return (%) | 820.344 | 820.344 | 820.344 | 820.344 | 820.344 | 820.344 |
Max Trade Drawdown | -139707 | -85857 | -100970 | -11367772 | -7649533 | -7256777 |
Profit Factor | 4.4285 | 7.8697 | 1.1916 | 1.118 | 1.3566 | 0.8979 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 34.7107 | 34.4262 | 35 | 34.7107 | 34.4262 | 35 |
Ratio Avg Win / Avg Loss | 8.3298 | 14.99 | 2.2131 | 2.1029 | 2.5841 | 1.6676 |
Largest Winning Trade | 2389848 | 2389848 | 49723 | 13258698 | 13258698 | 3136904 |
Largest Losing Trade | -41308 | -25393 | -41308 | -4417039 | -2478553 | -4417039 |
Avg Bars in Trades | 71 | 68 | 75 | 71 | 68 | 75 |
Avg Bars in Winners | 150 | 143 | 157 | 150 | 143 | 157 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 8690 | 4178 | 4512 | 8690 | 4178 | 4512 |
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 | 450499 | -148840 | -494597 | -87689 | -158456 | -753291 |
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{ "first_band": { "type": "wma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 12, "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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