Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455176.7396 | 1245293.9069 | 209882.8328 | 5820468.9436 | 2937660.5012 | 2882808.4423 |
Total P&L (%) | 1455.1767 | 1245.2939 | 209.8828 | 5820.4689 | 2937.6605 | 2882.8084 |
Avg Daily Profit (%) | 0.6119 | 0.5237 | 0.0883 | 0.1718 | 0.1437 | 0.1429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109374 | -92196 | -78346 | -17724425 | -17332243 | -12599318 |
Profit Factor | 3.804 | 5.2623 | 1.9254 | 1.1097 | 1.0965 | 1.1274 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 43.1034 | 31.0345 | 55.1724 | 43.1034 | 31.0345 | 55.1724 |
Ratio Avg Win / Avg Loss | 5.0213 | 11.694 | 1.5644 | 1.4648 | 2.4367 | 0.916 |
Largest Winning Trade | 823277 | 823277 | 67113 | 14214113 | 14214113 | 8489927 |
Largest Losing Trade | -44537 | -44537 | -33301 | -8748516 | -8748516 | -5681535 |
Avg Bars in Trades | 117 | 93 | 142 | 117 | 93 | 142 |
Avg Bars in Winners | 213 | 195 | 223 | 213 | 195 | 223 |
Avg Bars in Losers | 45 | 47 | 42 | 45 | 47 | 42 |
Bars Traded | 6831 | 2710 | 4121 | 6831 | 2710 | 4121 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163705 | 408992 | -70854 | -274267 | -121512 | -83364 |
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 50, "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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