Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806455.7745 | 759560.7633 | 46895.0113 | 913927.2673 | 873797.8659 | 40129.4014 |
Total P&L (%) | 806.4558 | 759.5608 | 46.895 | 913.9273 | 873.7979 | 40.1294 |
Avg Daily Profit (%) | 0.4388 | 0.4133 | 0.0255 | 0.1261 | 0.1239 | 0.0184 |
Buy And Hold Return (%) | 109.6925 | 109.6925 | 109.6925 | 109.6925 | 109.6925 | 109.6925 |
Max Trade Drawdown | -97247 | -66544 | -59608 | -613363 | -396546 | -450475 |
Profit Factor | 3.0952 | 6.1138 | 1.1984 | 1.4064 | 2.003 | 1.0291 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.0476 | 7.995 | 1.5671 | 1.8392 | 2.6192 | 1.3458 |
Largest Winning Trade | 662166 | 662166 | 58313 | 535595 | 535595 | 353306 |
Largest Losing Trade | -35259 | -27051 | -35259 | -271260 | -204801 | -271260 |
Avg Bars in Trades | 86 | 82 | 89 | 86 | 82 | 89 |
Avg Bars in Winners | 152 | 143 | 162 | 152 | 143 | 162 |
Avg Bars in Losers | 35 | 35 | 34 | 35 | 35 | 34 |
Bars Traded | 5164 | 2472 | 2692 | 5164 | 2472 | 2692 |
Profit Streak | 90.0037 | 152.3371 | 0 | 90.0037 | 152.3371 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159541 | 599823 | -328392 | -197932 | -25048 | -525226 |
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{ "first_band": { "type": "wma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 38, "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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