Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91434.592 | 75360.0238 | 16074.5682 | 125587.4656 | 100700.1279 | 24887.3376 |
Total P&L (%) | 91.4346 | 75.36 | 16.0746 | 125.5875 | 100.7001 | 24.8873 |
Avg Daily Profit (%) | 1.0533 | 0.8681 | 0.1852 | 0.9416 | 0.8057 | 0.2563 |
Buy And Hold Return (%) | 45.2959 | 45.2959 | 45.2959 | 45.2959 | 45.2959 | 45.2959 |
Max Trade Drawdown | -23283 | -12137 | -14127 | -42357 | -21936 | -25714 |
Profit Factor | 2.1445 | 3.112 | 1.3636 | 1.9036 | 2.6051 | 1.3264 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 43.2432 | 45.9459 | 40.5405 | 43.2432 | 45.9459 | 40.5405 |
Ratio Avg Win / Avg Loss | 2.8146 | 3.6612 | 1.9999 | 2.4985 | 3.0648 | 1.9454 |
Largest Winning Trade | 21563 | 21563 | 9697 | 34905 | 34905 | 18722 |
Largest Losing Trade | -6901 | -4532 | -6901 | -12445 | -8199 | -12445 |
Avg Bars in Trades | 322 | 361 | 283 | 322 | 361 | 283 |
Avg Bars in Winners | 555 | 611 | 492 | 555 | 611 | 492 |
Avg Bars in Losers | 144 | 149 | 140 | 144 | 149 | 140 |
Bars Traded | 23855 | 13379 | 10476 | 23855 | 13379 | 10476 |
Profit Streak | 0 | 0 | 6.1813 | 0 | 0 | 6.1813 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63068 | 229823 | -161625 | -60178 | 316916 | -161243 |
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{ "first_band": { "type": "wma", "factors": { "length": 183, "offset": 227 } }, "second_band": { "type": "jma", "factors": { "length": 154, "offset": 0 } } }
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# | 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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