Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090420.272 | 1090556.1663 | -135.8943 | 13405330.2252 | 22267841.8365 | -8862511.6113 |
Total P&L (%) | 1090.4203 | 1090.5562 | -0.1359 | 13405.3302 | 22267.8418 | -8862.5116 |
Avg Daily Profit (%) | 0.5842 | 0.5842 | -0.0001 | 0.2631 | 0.2903 | 0 |
Buy And Hold Return (%) | 7843.6114 | 7843.6114 | 7843.6114 | 7843.6114 | 7843.6114 | 7843.6114 |
Max Trade Drawdown | -56713 | -29351 | -120016 | -8777877 | -1530675 | -12536639 |
Profit Factor | 3.5546 | 12.347 | 0.9996 | 1.5209 | 4.8049 | 0.5543 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Losing Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Profitability (%) | 48.8372 | 58.1395 | 39.5349 | 48.8372 | 58.1395 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.7239 | 8.8899 | 1.5288 | 1.5933 | 3.4595 | 0.8477 |
Largest Winning Trade | 321722 | 321722 | 58031 | 12430694 | 12430694 | 3494817 |
Largest Losing Trade | -42947 | -14823 | -42947 | -4303175 | -1530675 | -4303175 |
Avg Bars in Trades | 60 | 37 | 84 | 60 | 37 | 84 |
Avg Bars in Winners | 90 | 53 | 143 | 90 | 53 | 143 |
Avg Bars in Losers | 33 | 14 | 45 | 33 | 14 | 45 |
Bars Traded | 5236 | 1611 | 3625 | 5236 | 1611 | 3625 |
Profit Streak | 24.9538 | 32.6205 | 24.9538 | 24.9538 | 32.6205 | 24.9538 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146919 | -144281 | -581475 | 111473 | 534727 | -584253 |
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{ "first_band": { "type": "wma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 13, "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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