Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15561345.9612 | 15608801.4824 | -47455.5212 | 2532734.4354 | 8553038.9652 | -6020304.5298 |
Total P&L (%) | 15561.346 | 15608.8015 | -47.4555 | 2532.7344 | 8553.039 | -6020.3045 |
Avg Daily Profit (%) | 6.8983 | 6.9193 | -0.021 | 0.1451 | 0.1979 | 0 |
Buy And Hold Return (%) | 7227.8403 | 7227.8403 | 7227.8403 | 7227.8403 | 7227.8403 | 7227.8403 |
Max Trade Drawdown | -280601 | -202117 | -102176 | -40084588 | -33873000 | -9945141 |
Profit Factor | 27.3747 | 40.7265 | 0.7592 | 1.0419 | 1.1925 | 0.623 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 42.5197 | 36.5079 | 48.4375 | 42.5197 | 36.5079 | 48.4375 |
Ratio Avg Win / Avg Loss | 37.0065 | 70.8286 | 0.8082 | 1.4085 | 2.074 | 0.6632 |
Largest Winning Trade | 15542471 | 15542471 | 35161 | 39351548 | 39351548 | 2415123 |
Largest Losing Trade | -33900 | -33900 | -28247 | -14043999 | -14043999 | -3979093 |
Avg Bars in Trades | 100 | 183 | 18 | 100 | 183 | 18 |
Avg Bars in Winners | 120 | 252 | 22 | 120 | 252 | 22 |
Avg Bars in Losers | 85 | 144 | 14 | 85 | 144 | 14 |
Bars Traded | 12777 | 11585 | 1192 | 12777 | 11585 | 1192 |
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 | 577105 | -133558 | -720288 | -341683 | -260553 | -720288 |
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{ "first_band": { "type": "wma", "factors": { "length": 137, "offset": 64 } }, "second_band": { "type": "dcu", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 137, "offset": 64 } }, "second_band": { "type": "dcu", "factors": { "length": 87, "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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