Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475072.9388 | 496284.1822 | -21211.2434 | 22797.224 | 126180.9122 | -103383.6882 |
Total P&L (%) | 475.0729 | 496.2842 | -21.2112 | 22.7972 | 126.1809 | -103.3837 |
Avg Daily Profit (%) | 0.228 | 0.2382 | -0.0102 | 0.0099 | 0.0392 | 0 |
Buy And Hold Return (%) | 99.802 | 99.802 | 99.802 | 99.802 | 99.802 | 99.802 |
Max Trade Drawdown | -165346 | -164859 | -161771 | -487921 | -409565 | -220770 |
Profit Factor | 1.3961 | 1.8256 | 0.9645 | 1.014 | 1.1381 | 0.8543 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 52.4324 | 51.6129 | 53.2609 | 52.4324 | 51.6129 | 53.2609 |
Ratio Avg Win / Avg Loss | 1.2666 | 1.7115 | 0.8464 | 0.92 | 1.067 | 0.7497 |
Largest Winning Trade | 107618 | 107618 | 78538 | 167806 | 167806 | 67855 |
Largest Losing Trade | -57075 | -57075 | -52441 | -127201 | -127201 | -103028 |
Avg Bars in Trades | 133 | 116 | 150 | 133 | 116 | 150 |
Avg Bars in Winners | 141 | 124 | 158 | 141 | 124 | 158 |
Avg Bars in Losers | 124 | 108 | 140 | 124 | 108 | 140 |
Bars Traded | 24667 | 10865 | 13803 | 24667 | 10865 | 13803 |
Profit Streak | 0 | 0 | 46.8322 | 0 | 0 | 46.8322 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297697 | 358452 | -579675 | -550900 | -292800 | -579675 |
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{ "first_band": { "type": "wma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 127, "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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