Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712090.7093 | 529925.5488 | 182165.1605 | 3952259.0177 | 716019.7941 | 3236239.2236 |
Total P&L (%) | 712.0907 | 529.9255 | 182.1652 | 3952.259 | 716.0198 | 3236.2392 |
Avg Daily Profit (%) | 0.4401 | 0.3275 | 0.1126 | 0.2291 | 0.1298 | 0.217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92829 | -69751 | -113270 | -1792639 | -2082387 | -1155777 |
Profit Factor | 2.5465 | 3.0368 | 1.9096 | 1.4363 | 1.1235 | 1.9917 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 38.8235 | 34.8837 | 42.8571 | 38.8235 | 34.8837 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.0127 | 5.6687 | 2.5461 | 2.2632 | 2.0973 | 2.6556 |
Largest Winning Trade | 239637 | 239637 | 52602 | 1705604 | 1705604 | 1579795 |
Largest Losing Trade | -21998 | -21998 | -20507 | -918710 | -918710 | -859806 |
Avg Bars in Trades | 223 | 194 | 253 | 223 | 194 | 253 |
Avg Bars in Winners | 434 | 394 | 466 | 434 | 394 | 466 |
Avg Bars in Losers | 90 | 87 | 93 | 90 | 87 | 93 |
Bars Traded | 19036 | 8384 | 10652 | 19036 | 8384 | 10652 |
Profit Streak | 0 | 0 | 550.1305 | 0 | 0 | 550.1305 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389720 | 327637 | -41215 | 222998 | -108644 | 353400 |
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{ "first_band": { "type": "wma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 139, "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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