Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410012.73 | 324182.8277 | 85829.9023 | 655558.9636 | 439438.2242 | 216120.7394 |
Total P&L (%) | 410.0127 | 324.1828 | 85.8299 | 655.559 | 439.4382 | 216.1207 |
Avg Daily Profit (%) | 0.3936 | 0.3112 | 0.0824 | 0.1943 | 0.1619 | 0.1106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91776 | -69011 | -48696 | -141622 | -113279 | -94272 |
Profit Factor | 2.5167 | 3.0099 | 1.7872 | 2.1002 | 2.1436 | 2.0213 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 44.0678 | 36.6667 | 51.7241 | 44.0678 | 36.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.1943 | 5.1989 | 1.668 | 2.6656 | 3.7026 | 1.8866 |
Largest Winning Trade | 249471 | 249471 | 41290 | 268730 | 268730 | 125334 |
Largest Losing Trade | -22578 | -17381 | -22578 | -91056 | -91056 | -50565 |
Avg Bars in Trades | 416 | 354 | 480 | 416 | 354 | 480 |
Avg Bars in Winners | 678 | 648 | 699 | 678 | 648 | 699 |
Avg Bars in Losers | 210 | 183 | 245 | 210 | 183 | 245 |
Bars Traded | 24568 | 10629 | 13939 | 24568 | 10629 | 13939 |
Profit Streak | 37.0041 | 37.0041 | 43.5874 | 37.0041 | 37.0041 | 43.5874 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166743 | 346766 | -78394 | -168834 | 240646 | -40398 |
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{ "first_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 229, "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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