Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370282.9236 | 406598.8654 | -36315.9418 | -93306.0357 | 1979782.2998 | -2073088.3356 |
Total P&L (%) | 370.2829 | 406.5989 | -36.3159 | -93.306 | 1979.7823 | -2073.0883 |
Avg Daily Profit (%) | 0.148 | 0.1625 | -0.0145 | -0.108 | 0.1214 | 0 |
Buy And Hold Return (%) | 38.3858 | 38.3858 | 38.3858 | 38.3858 | 38.3858 | 38.3858 |
Max Trade Drawdown | -321302 | -166475 | -185950 | -3008845 | -755736 | -2273676 |
Profit Factor | 1.1693 | 1.4022 | 0.9691 | 0.986 | 1.9445 | 0.5441 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 355 | 173 | 182 | 355 | 173 | 182 |
Losing Trades | 187 | 98 | 89 | 187 | 98 | 89 |
Profitability (%) | 65.4982 | 63.8376 | 67.1587 | 65.4982 | 63.8376 | 67.1587 |
Ratio Avg Win / Avg Loss | 0.616 | 0.7943 | 0.4739 | 0.5194 | 1.1015 | 0.2661 |
Largest Winning Trade | 49926 | 49926 | 28277 | 876886 | 876886 | 378226 |
Largest Losing Trade | -95532 | -51116 | -95532 | -2245610 | -660844 | -2245610 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 20 | 18 | 21 | 20 | 18 | 21 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 14876 | 7200 | 7676 | 14876 | 7200 | 7676 |
Profit Streak | 0 | 0 | 36.1818 | 0 | 0 | 36.1818 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26285 | 333923 | -576423 | -575659 | -25058 | -576423 |
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{ "first_band": { "type": "wma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 80, "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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