Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645924.3167 | 540972.8086 | 104951.5081 | 491760.4125 | 753853.1909 | -262092.7784 |
Total P&L (%) | 645.9243 | 540.9728 | 104.9515 | 491.7604 | 753.8532 | -262.0928 |
Avg Daily Profit (%) | 0.3445 | 0.2886 | 0.056 | 0.0949 | 0.1145 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122757 | -64021 | -117156 | -634718 | -277105 | -531568 |
Profit Factor | 2.0559 | 2.7491 | 1.347 | 1.1872 | 1.625 | 0.8155 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 39.2857 | 35.7143 | 42.8571 | 39.2857 | 35.7143 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.1773 | 4.9484 | 1.796 | 1.8348 | 2.925 | 1.0874 |
Largest Winning Trade | 318318 | 318318 | 70195 | 744723 | 744723 | 352389 |
Largest Losing Trade | -43150 | -30867 | -43150 | -440454 | -146335 | -440454 |
Avg Bars in Trades | 87 | 75 | 99 | 87 | 75 | 99 |
Avg Bars in Winners | 159 | 148 | 169 | 159 | 148 | 169 |
Avg Bars in Losers | 40 | 34 | 47 | 40 | 34 | 47 |
Bars Traded | 7345 | 3157 | 4188 | 7345 | 3157 | 4188 |
Profit Streak | 0 | 0 | 133.939 | 0 | 0 | 133.939 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332606 | 307019 | -118455 | -83742 | -42213 | -580885 |
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{ "first_band": { "type": "wma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 57, "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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