Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730042.6488 | 633594.165 | 96448.4838 | 2781141.6104 | 1510886.0711 | 1270255.5393 |
Total P&L (%) | 730.0426 | 633.5942 | 96.4485 | 2781.1416 | 1510.8861 | 1270.2555 |
Avg Daily Profit (%) | 0.4512 | 0.3916 | 0.0596 | 0.2079 | 0.1719 | 0.1619 |
Buy And Hold Return (%) | 24.2064 | 24.2064 | 24.2064 | 24.2064 | 24.2064 | 24.2064 |
Max Trade Drawdown | -66890 | -87619 | -95551 | -991488 | -1193600 | -459626 |
Profit Factor | 2.3477 | 3.2722 | 1.367 | 1.531 | 1.4959 | 1.5799 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 40.9639 | 40.4762 | 41.4634 | 40.9639 | 40.4762 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.3835 | 4.8121 | 1.9298 | 2.2065 | 2.1998 | 2.2305 |
Largest Winning Trade | 207197 | 207197 | 70026 | 1167655 | 1167655 | 767181 |
Largest Losing Trade | -54402 | -27478 | -54402 | -491601 | -491601 | -306619 |
Avg Bars in Trades | 228 | 221 | 235 | 228 | 221 | 235 |
Avg Bars in Winners | 415 | 422 | 407 | 415 | 422 | 407 |
Avg Bars in Losers | 98 | 84 | 114 | 98 | 84 | 114 |
Bars Traded | 18965 | 9293 | 9672 | 18965 | 9293 | 9672 |
Profit Streak | 0 | 0 | 557.8302 | 0 | 0 | 557.8302 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355119 | 441728 | -116658 | 213142 | 235053 | 285028 |
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{ "first_band": { "type": "wma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 131, "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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