Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5716348.4505 | 5894562.2458 | -178213.7953 | -38272.0186 | 43540.3009 | -81812.3195 |
Total P&L (%) | 5716.3485 | 5894.5622 | -178.2138 | -38.272 | 43.5403 | -81.8123 |
Avg Daily Profit (%) | 2.9106 | 3.0013 | -0.0907 | -0.0246 | 0.0184 | -0.0867 |
Buy And Hold Return (%) | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 |
Max Trade Drawdown | -292101 | -96750 | -252935 | -78016 | -28796 | -91616 |
Profit Factor | 9.3196 | 20.2489 | 0.5321 | 0.8714 | 1.3359 | 0.513 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 32.3529 | 32.3529 | 32.3529 | 32.3529 | 32.3529 | 32.3529 |
Ratio Avg Win / Avg Loss | 19.4865 | 42.3387 | 1.1125 | 1.822 | 2.7932 | 1.0727 |
Largest Winning Trade | 6013799 | 6013799 | 62300 | 104164 | 104164 | 17369 |
Largest Losing Trade | -57262 | -56497 | -57262 | -34485 | -19301 | -34485 |
Avg Bars in Trades | 83 | 79 | 87 | 83 | 79 | 87 |
Avg Bars in Winners | 168 | 163 | 174 | 168 | 163 | 174 |
Avg Bars in Losers | 42 | 39 | 46 | 42 | 39 | 46 |
Bars Traded | 5673 | 2697 | 2976 | 5673 | 2697 | 2976 |
Profit Streak | 0 | 0 | 595.913 | 0 | 0 | 595.913 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100037 | 500069 | -585032 | -698640 | -339509 | -585032 |
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{ "first_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 63, "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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