Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1493198.4852 | 1362476.3399 | 130722.1453 | 11694963.7552 | 15064746.4297 | -3369782.6745 |
Total P&L (%) | 1493.1985 | 1362.4763 | 130.7221 | 11694.9638 | 15064.7464 | -3369.7827 |
Avg Daily Profit (%) | 0.5959 | 0.5438 | 0.0522 | 0.1906 | 0.2006 | 0 |
Buy And Hold Return (%) | 484.3581 | 484.3581 | 484.3581 | 484.3581 | 484.3581 | 484.3581 |
Max Trade Drawdown | -97528 | -74066 | -67196 | -36912965 | -21018272 | -22804509 |
Profit Factor | 3.6105 | 4.9702 | 1.5713 | 1.1091 | 1.24 | 0.9241 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 34.2657 | 29.5775 | 38.8889 | 34.2657 | 29.5775 | 38.8889 |
Ratio Avg Win / Avg Loss | 6.9262 | 11.8339 | 2.4691 | 2.1277 | 2.9524 | 1.4522 |
Largest Winning Trade | 876310 | 876310 | 58359 | 18042224 | 18042224 | 7723518 |
Largest Losing Trade | -23201 | -23201 | -15946 | -7205071 | -7205071 | -5415052 |
Avg Bars in Trades | 51 | 57 | 44 | 51 | 57 | 44 |
Avg Bars in Winners | 110 | 138 | 89 | 110 | 138 | 89 |
Avg Bars in Losers | 20 | 23 | 15 | 20 | 23 | 15 |
Bars Traded | 7313 | 4092 | 3221 | 7313 | 4092 | 3221 |
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 | 339114 | -81126 | -369949 | -97166 | -87726 | -662890 |
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{ "first_band": { "type": "wma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 6, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 6, "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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