Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1860548.2363 | 1814729.0112 | 45819.2251 | 1225733.6596 | 5264418.0013 | -4038684.3416 |
Total P&L (%) | 1860.5482 | 1814.729 | 45.8192 | 1225.7337 | 5264.418 | -4038.6843 |
Avg Daily Profit (%) | 0.8401 | 0.8194 | 0.0207 | 0.1168 | 0.18 | 0 |
Buy And Hold Return (%) | 261.7081 | 261.7081 | 261.7081 | 261.7081 | 261.7081 | 261.7081 |
Max Trade Drawdown | -137790 | -83896 | -92147 | -5383847 | -2875780 | -4641207 |
Profit Factor | 3.6881 | 6.6843 | 1.1229 | 1.0649 | 1.6796 | 0.637 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 30.6122 | 32.6531 | 28.5714 | 30.6122 | 32.6531 | 28.5714 |
Ratio Avg Win / Avg Loss | 8.3597 | 13.7864 | 2.8072 | 2.4139 | 3.4643 | 1.5926 |
Largest Winning Trade | 1663279 | 1663279 | 53960 | 5149544 | 5149544 | 1174269 |
Largest Losing Trade | -59346 | -24238 | -59346 | -3239818 | -893782 | -3239818 |
Avg Bars in Trades | 65 | 59 | 71 | 65 | 59 | 71 |
Avg Bars in Winners | 158 | 132 | 187 | 158 | 132 | 187 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 6395 | 2908 | 3487 | 6395 | 2908 | 3487 |
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 | 459179 | 540628 | -429509 | -193565 | 158359 | -592255 |
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{ "first_band": { "type": "wma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 24, "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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