Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891646.2468 | 718912.52 | 172733.7268 | 1775321.8237 | -472246.7599 | 2247568.5837 |
Total P&L (%) | 891.6462 | 718.9125 | 172.7337 | 1775.3218 | -472.2468 | 2247.5686 |
Avg Daily Profit (%) | 0.4831 | 0.3895 | 0.0936 | 0.1589 | 0 | 0.1711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126361 | -103440 | -54885 | -2125312 | -1501207 | -1184776 |
Profit Factor | 2.8052 | 3.4933 | 1.8402 | 1.2035 | 0.91 | 1.6465 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 45 | 35 | 55 | 45 | 35 | 55 |
Ratio Avg Win / Avg Loss | 3.4286 | 6.4875 | 1.5056 | 1.4709 | 1.69 | 1.3471 |
Largest Winning Trade | 636822 | 636822 | 64772 | 1278956 | 1278956 | 840414 |
Largest Losing Trade | -35553 | -23611 | -35553 | -971147 | -541515 | -971147 |
Avg Bars in Trades | 273 | 238 | 307 | 273 | 238 | 307 |
Avg Bars in Winners | 447 | 469 | 432 | 447 | 469 | 432 |
Avg Bars in Losers | 130 | 114 | 155 | 130 | 114 | 155 |
Bars Traded | 21856 | 9542 | 12314 | 21856 | 9542 | 12314 |
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 | -9910 | 379229 | -63858 | -18541 | -583805 | 377072 |
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{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 143 } }, "second_band": { "type": "dema", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 143 } }, "second_band": { "type": "dema", "factors": { "length": 154, "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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