Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1803838.8667 | 1634588.8733 | 169249.9934 | 7868359.7081 | -2090370.129 | 9958729.8371 |
Total P&L (%) | 1803.8389 | 1634.5889 | 169.25 | 7868.3597 | -2090.3701 | 9958.7298 |
Avg Daily Profit (%) | 0.974 | 0.8826 | 0.0914 | 0.2367 | 0 | 0.2493 |
Buy And Hold Return (%) | 14.0671 | 14.0671 | 14.0671 | 14.0671 | 14.0671 | 14.0671 |
Max Trade Drawdown | -67814 | -70035 | -26290 | -9008968 | -10027427 | -2975479 |
Profit Factor | 7.1391 | 10.3938 | 2.4125 | 1.2687 | 0.8888 | 1.9492 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 33.871 | 29.0323 | 38.7097 | 33.871 | 29.0323 | 38.7097 |
Ratio Avg Win / Avg Loss | 13.9383 | 25.4072 | 3.8198 | 2.477 | 2.1725 | 3.0862 |
Largest Winning Trade | 1443108 | 1443108 | 62969 | 7833629 | 7833629 | 5302332 |
Largest Losing Trade | -20834 | -17143 | -20834 | -2489486 | -2489486 | -1199400 |
Avg Bars in Trades | 348 | 283 | 412 | 348 | 283 | 412 |
Avg Bars in Winners | 730 | 684 | 764 | 730 | 684 | 764 |
Avg Bars in Losers | 152 | 119 | 190 | 152 | 119 | 190 |
Bars Traded | 21581 | 8793 | 12788 | 21581 | 8793 | 12788 |
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 | -143204 | 348586 | -70795 | -155695 | -590083 | 278294 |
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{ "first_band": { "type": "wma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 187, "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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