Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458205.5088 | 353248.0397 | 104957.4691 | 752932.2074 | 415571.5101 | 337360.6973 |
Total P&L (%) | 458.2055 | 353.248 | 104.9575 | 752.9322 | 415.5715 | 337.3607 |
Avg Daily Profit (%) | 0.3782 | 0.2916 | 0.0866 | 0.1771 | 0.1355 | 0.1219 |
Buy And Hold Return (%) | 23.6684 | 23.6684 | 23.6684 | 23.6684 | 23.6684 | 23.6684 |
Max Trade Drawdown | -66896 | -63758 | -58802 | -545833 | -655893 | -262064 |
Profit Factor | 2.2591 | 2.952 | 1.5737 | 1.3383 | 1.3518 | 1.3231 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 54.8387 | 48.3871 | 61.2903 | 54.8387 | 48.3871 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.8604 | 3.1488 | 0.9939 | 1.1022 | 1.4419 | 0.8357 |
Largest Winning Trade | 153962 | 153962 | 48121 | 640988 | 640988 | 258576 |
Largest Losing Trade | -58802 | -24088 | -58802 | -239024 | -239024 | -199335 |
Avg Bars in Trades | 74 | 77 | 71 | 74 | 77 | 71 |
Avg Bars in Winners | 94 | 97 | 91 | 94 | 97 | 91 |
Avg Bars in Losers | 50 | 58 | 39 | 50 | 58 | 39 |
Bars Traded | 4612 | 2396 | 2216 | 4612 | 2396 | 2216 |
Profit Streak | 73.9428 | 92.6928 | 73.9428 | 73.9428 | 92.6928 | 73.9428 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143004 | 516002 | -76651 | -148289 | -11487 | -29361 |
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{ "first_band": { "type": "wma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 149, "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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