Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141962.7078 | 1090020.5998 | 51942.108 | 1657901.1835 | 2402504.4667 | -744603.2832 |
Total P&L (%) | 1141.9627 | 1090.0206 | 51.9421 | 1657.9012 | 2402.5045 | -744.6033 |
Avg Daily Profit (%) | 0.6238 | 0.5954 | 0.0284 | 0.1567 | 0.176 | 0 |
Buy And Hold Return (%) | 565.2832 | 565.2832 | 565.2832 | 565.2832 | 565.2832 | 565.2832 |
Max Trade Drawdown | -103638 | -79718 | -106299 | -4293932 | -2379369 | -2729637 |
Profit Factor | 2.848 | 5.0081 | 1.1501 | 1.1481 | 1.4761 | 0.8789 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 41.7582 | 40 | 43.4783 | 41.7582 | 40 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.9723 | 7.5121 | 1.4952 | 1.6013 | 2.2142 | 1.1425 |
Largest Winning Trade | 671011 | 671011 | 76110 | 1961667 | 1961667 | 1433119 |
Largest Losing Trade | -82210 | -30197 | -82210 | -951666 | -808898 | -951666 |
Avg Bars in Trades | 58 | 53 | 62 | 58 | 53 | 62 |
Avg Bars in Winners | 93 | 83 | 102 | 93 | 83 | 102 |
Avg Bars in Losers | 32 | 33 | 32 | 32 | 33 | 32 |
Bars Traded | 5314 | 2418 | 2896 | 5314 | 2418 | 2896 |
Profit Streak | 43.647 | 118.647 | 43.647 | 43.647 | 118.647 | 43.647 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301219 | 323517 | -378044 | -53963 | 188627 | -581020 |
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 36, "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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