Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665269.1378 | 554516.7104 | 110752.4273 | 840138.717 | 454886.5349 | 385252.182 |
Total P&L (%) | 665.2691 | 554.5167 | 110.7524 | 840.1387 | 454.8865 | 385.2522 |
Avg Daily Profit (%) | 0.3571 | 0.2977 | 0.0595 | 0.1204 | 0.092 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107918 | -75896 | -61274 | -769104 | -575032 | -473230 |
Profit Factor | 2.5523 | 3.3609 | 1.5718 | 1.261 | 1.2702 | 1.2509 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 47.2973 | 40.5405 | 54.0541 | 47.2973 | 40.5405 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.844 | 4.9293 | 1.336 | 1.4051 | 1.863 | 1.0633 |
Largest Winning Trade | 482581 | 482581 | 54678 | 630579 | 630579 | 291820 |
Largest Losing Trade | -42876 | -30301 | -42876 | -326393 | -213239 | -326393 |
Avg Bars in Trades | 144 | 121 | 166 | 144 | 121 | 166 |
Avg Bars in Winners | 205 | 173 | 228 | 205 | 173 | 228 |
Avg Bars in Losers | 89 | 86 | 93 | 89 | 86 | 93 |
Bars Traded | 10674 | 4505 | 6169 | 10674 | 4505 | 6169 |
Profit Streak | 0 | 53.2742 | 0 | 0 | 53.2742 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55581 | 438796 | -111258 | -101884 | -72195 | -79389 |
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{ "first_band": { "type": "wma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 159, "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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