Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011320.5439 | 1004829.7999 | 6490.744 | 368187.7615 | 430029.7432 | -61841.9816 |
Total P&L (%) | 1011.3205 | 1004.8298 | 6.4907 | 368.1878 | 430.0297 | -61.842 |
Avg Daily Profit (%) | 0.5449 | 0.5414 | 0.0035 | 0.0832 | 0.0899 | -0.0519 |
Buy And Hold Return (%) | 134.515 | 134.515 | 134.515 | 134.515 | 134.515 | 134.515 |
Max Trade Drawdown | -72083 | -58819 | -64687 | -537657 | -453701 | -343725 |
Profit Factor | 2.8989 | 5.9255 | 1.0198 | 1.143 | 1.3616 | 0.9554 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 46.875 | 51.6129 | 49.2063 | 46.875 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.9924 | 6.7155 | 0.956 | 1.1798 | 1.5431 | 0.8957 |
Largest Winning Trade | 798603 | 798603 | 77506 | 513913 | 513913 | 388628 |
Largest Losing Trade | -72083 | -31410 | -72083 | -247936 | -240975 | -247936 |
Avg Bars in Trades | 170 | 169 | 172 | 170 | 169 | 172 |
Avg Bars in Winners | 250 | 257 | 243 | 250 | 257 | 243 |
Avg Bars in Losers | 93 | 91 | 96 | 93 | 91 | 96 |
Bars Traded | 10771 | 5426 | 5345 | 10771 | 5426 | 5345 |
Profit Streak | 0 | 0 | 81.8424 | 0 | 0 | 81.8424 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134787 | 654539 | -552757 | -299782 | -75554 | -579150 |
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{ "first_band": { "type": "wma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 212, "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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