Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2582610.6837 | 2552420.764 | 30189.9196 | -7677727.6585 | 41470865.2197 | -49148592.8782 |
Total P&L (%) | 2582.6107 | 2552.4208 | 30.1899 | -7677.7277 | 41470.8652 | -49148.5929 |
Avg Daily Profit (%) | 1.24 | 1.2256 | 0.0145 | 0 | 0.29 | 0 |
Buy And Hold Return (%) | 12116.9911 | 12116.9911 | 12116.9911 | 12116.9911 | 12116.9911 | 12116.9911 |
Max Trade Drawdown | -207550 | -79672 | -159825 | -176657660 | -22318356 | -164097891 |
Profit Factor | 6.0419 | 13.2891 | 1.0991 | 0.9651 | 1.8773 | 0.7151 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 22 | 22 | 52 | 22 | 30 |
Losing Trades | 39 | 19 | 20 | 31 | 19 | 12 |
Profitability (%) | 53.012 | 53.6585 | 52.381 | 62.6506 | 53.6585 | 71.4286 |
Ratio Avg Win / Avg Loss | 5.3553 | 11.477 | 0.9992 | 0.5753 | 1.6213 | 0.2861 |
Largest Winning Trade | 1683692 | 1683692 | 59274 | 47075401 | 32437182 | 47075401 |
Largest Losing Trade | -106126 | -30129 | -106126 | -161842185 | -12274233 | -161842185 |
Avg Bars in Trades | 292 | 267 | 316 | 292 | 267 | 316 |
Avg Bars in Winners | 344 | 316 | 372 | 301 | 259 | 332 |
Avg Bars in Losers | 233 | 211 | 255 | 277 | 277 | 276 |
Bars Traded | 24274 | 10983 | 13291 | 24274 | 10983 | 13291 |
Profit Streak | 0 | 0 | 0 | 36.7238 | 36.7238 | 136.8905 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144588 | -143204 | -452049 | -578701 | 384780 | -576573 |
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{ "first_band": { "type": "rma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 140, "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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