Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2991269.0753 | 2844440.573 | 146828.5024 | 8187110.7523 | 4931509.0105 | 3255601.7417 |
Total P&L (%) | 2991.2691 | 2844.4406 | 146.8285 | 8187.1108 | 4931.509 | 3255.6017 |
Avg Daily Profit (%) | 1.4364 | 1.3659 | 0.0705 | 0.2123 | 0.1883 | 0.1688 |
Buy And Hold Return (%) | 49.4523 | 49.4523 | 49.4523 | 49.4523 | 49.4523 | 49.4523 |
Max Trade Drawdown | -151525 | -116875 | -114596 | -9379901 | -6287461 | -5679039 |
Profit Factor | 5.6099 | 8.9128 | 1.5074 | 1.2353 | 1.2481 | 1.2182 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 38.8889 | 35.5556 | 42.2222 | 38.8889 | 35.5556 | 42.2222 |
Ratio Avg Win / Avg Loss | 8.8156 | 16.1545 | 2.0627 | 1.9411 | 2.2621 | 1.667 |
Largest Winning Trade | 2458438 | 2458438 | 84288 | 8690800 | 8690800 | 3202392 |
Largest Losing Trade | -52192 | -36225 | -52192 | -4748241 | -2474222 | -4748241 |
Avg Bars in Trades | 271 | 249 | 294 | 271 | 249 | 294 |
Avg Bars in Winners | 473 | 470 | 475 | 473 | 470 | 475 |
Avg Bars in Losers | 143 | 127 | 161 | 143 | 127 | 161 |
Bars Traded | 24463 | 11225 | 13238 | 24463 | 11225 | 13238 |
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 | 643673 | 598830 | -102433 | 175023 | 117515 | 198283 |
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{ "first_band": { "type": "wma", "factors": { "length": 195, "offset": 145 } }, "second_band": { "type": "rma", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 195, "offset": 145 } }, "second_band": { "type": "rma", "factors": { "length": 89, "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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