Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762903.8344 | 647086.462 | 115817.3723 | 413665.2078 | 1217962.1114 | -804296.9035 |
Total P&L (%) | 762.9038 | 647.0865 | 115.8174 | 413.6652 | 1217.9621 | -804.2969 |
Avg Daily Profit (%) | 0.3859 | 0.3273 | 0.0586 | 0.0828 | 0.1305 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179405 | -137064 | -136626 | -5538097 | -4612997 | -4461959 |
Profit Factor | 1.8365 | 2.448 | 1.249 | 1.0228 | 1.1284 | 0.9073 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 61.5385 | 56.9444 | 66.1972 | 61.5385 | 56.9444 | 66.1972 |
Ratio Avg Win / Avg Loss | 1.1478 | 1.8509 | 0.6378 | 0.6392 | 0.8532 | 0.4633 |
Largest Winning Trade | 400442 | 400442 | 46009 | 3696682 | 3696682 | 1594438 |
Largest Losing Trade | -59537 | -59537 | -58840 | -3128574 | -1964677 | -3128574 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Losers | 37 | 35 | 39 | 37 | 35 | 39 |
Bars Traded | 5773 | 2915 | 2858 | 5773 | 2915 | 2858 |
Profit Streak | 0 | 0 | 580.8039 | 0 | 0 | 580.8039 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499475 | -64489 | -199821 | -277660 | -177617 | -664008 |
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{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 77, "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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