Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1099385.6112 | 1228041.4507 | -128655.8395 | -74755.2782 | 188662.9708 | -263418.2491 |
Total P&L (%) | 1099.3856 | 1228.0415 | -128.6558 | -74.7553 | 188.663 | -263.4182 |
Avg Daily Profit (%) | 0.6125 | 0.6841 | -0.0717 | -0.0767 | 0.0591 | 0 |
Buy And Hold Return (%) | 497.4501 | 497.4501 | 497.4501 | 497.4501 | 497.4501 | 497.4501 |
Max Trade Drawdown | -194969 | -172871 | -204286 | -239830 | -129713 | -266302 |
Profit Factor | 2.1881 | 3.7667 | 0.7328 | 0.8827 | 1.8302 | 0.3575 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 46.0784 | 47.0588 | 45.098 | 46.0784 | 47.0588 | 45.098 |
Ratio Avg Win / Avg Loss | 2.5605 | 4.2375 | 0.8921 | 1.0329 | 2.059 | 0.4352 |
Largest Winning Trade | 1112506 | 1112506 | 61531 | 227343 | 227343 | 33913 |
Largest Losing Trade | -71219 | -52498 | -71219 | -155799 | -30349 | -155799 |
Avg Bars in Trades | 68 | 63 | 74 | 68 | 63 | 74 |
Avg Bars in Winners | 89 | 76 | 103 | 89 | 76 | 103 |
Avg Bars in Losers | 51 | 51 | 50 | 51 | 51 | 50 |
Bars Traded | 7015 | 3227 | 3788 | 7015 | 3227 | 3788 |
Profit Streak | 0 | 0 | 46.3489 | 0 | 0 | 46.3489 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323427 | -165897 | -761751 | -580364 | -457543 | -761751 |
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 94, "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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