Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586947.0902 | 519506.3012 | 67440.7889 | 41539.8903 | 151074.5901 | -109534.6997 |
Total P&L (%) | 586.9471 | 519.5063 | 67.4408 | 41.5399 | 151.0746 | -109.5347 |
Avg Daily Profit (%) | 0.3656 | 0.3236 | 0.042 | 0.0216 | 0.0574 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123289 | -109933 | -115691 | -268087 | -246191 | -328579 |
Profit Factor | 1.601 | 1.985 | 1.1501 | 1.0246 | 1.1786 | 0.8698 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 45.7831 | 39.759 | 51.8072 | 45.7831 | 39.759 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.8959 | 3.0076 | 1.0699 | 1.2134 | 1.7857 | 0.8091 |
Largest Winning Trade | 356823 | 356823 | 55894 | 265536 | 265536 | 73975 |
Largest Losing Trade | -57176 | -38172 | -57176 | -155096 | -69120 | -155096 |
Avg Bars in Trades | 57 | 49 | 64 | 57 | 49 | 64 |
Avg Bars in Winners | 84 | 70 | 94 | 84 | 70 | 94 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 9496 | 4142 | 5354 | 9496 | 4142 | 5354 |
Profit Streak | 19.0223 | 0 | 57.5223 | 19.0223 | 0 | 57.5223 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441813 | 307826 | -191481 | -359690 | -143612 | -579895 |
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{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 52, "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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