Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103219.4936 | 1125946.355 | -22726.8614 | -86761.0112 | -57599.1252 | -29161.886 |
Total P&L (%) | 1103.2195 | 1125.9464 | -22.7269 | -86.761 | -57.5991 | -29.1619 |
Avg Daily Profit (%) | 0.467 | 0.4766 | -0.0096 | -0.0856 | -0.0363 | -0.0146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -286721 | -124834 | -248616 | -108164 | -47007 | -70011 |
Profit Factor | 2.3783 | 3.8587 | 0.9441 | 0.5441 | 0.4197 | 0.6797 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 51.8072 | 47.619 | 56.0976 | 51.8072 | 47.619 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.2123 | 4.2446 | 0.7389 | 0.5061 | 0.4616 | 0.532 |
Largest Winning Trade | 1280144 | 1280144 | 56022 | 27716 | 23089 | 27716 |
Largest Losing Trade | -78697 | -43025 | -78697 | -41624 | -36388 | -41624 |
Avg Bars in Trades | 110 | 98 | 123 | 110 | 98 | 123 |
Avg Bars in Winners | 123 | 115 | 131 | 123 | 115 | 131 |
Avg Bars in Losers | 96 | 82 | 113 | 96 | 82 | 113 |
Bars Traded | 9190 | 4131 | 5059 | 9190 | 4131 | 5059 |
Profit Streak | 56.3694 | 56.3694 | 83.1194 | 56.3694 | 56.3694 | 83.1194 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549678 | 628513 | -578990 | -580359 | -580679 | -578990 |
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{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 177, "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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