Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969386.9528 | 771423.0483 | 197963.9045 | 56972322.0669 | 47183144.4698 | 9789177.5972 |
Total P&L (%) | 969.387 | 771.423 | 197.9639 | 56972.3221 | 47183.1445 | 9789.1776 |
Avg Daily Profit (%) | 0.3878 | 0.3086 | 0.0792 | 0.2542 | 0.2467 | 0.1839 |
Buy And Hold Return (%) | 695.3071 | 695.3071 | 695.3071 | 695.3071 | 695.3071 | 695.3071 |
Max Trade Drawdown | -99336 | -86224 | -32025 | -7350158 | -5632264 | -6025165 |
Profit Factor | 3.645 | 4.4886 | 2.3618 | 3.4534 | 4.6414 | 1.9537 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 59.2593 | 65 | 53.6585 | 59.2593 | 65 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.506 | 2.4169 | 2.0398 | 2.3742 | 2.4992 | 1.6873 |
Largest Winning Trade | 176401 | 176401 | 49214 | 17388925 | 17388925 | 9731567 |
Largest Losing Trade | -46050 | -46050 | -22546 | -5632264 | -5632264 | -3390062 |
Avg Bars in Trades | 117 | 141 | 93 | 117 | 141 | 93 |
Avg Bars in Winners | 145 | 138 | 154 | 145 | 138 | 154 |
Avg Bars in Losers | 75 | 148 | 21 | 75 | 148 | 21 |
Bars Traded | 9482 | 5667 | 3815 | 9482 | 5667 | 3815 |
Profit Streak | 99.129 | 132.629 | 99.129 | 99.129 | 132.629 | 99.129 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40539 | -112793 | -247434 | 45537 | 666343 | 456525 |
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{ "first_band": { "type": "wma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 240, "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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