Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1244854.4646 | 1199027.206 | 45827.2586 | 2117894.1285 | 1789441.9483 | 328452.1802 |
Total P&L (%) | 1244.8545 | 1199.0272 | 45.8273 | 2117.8941 | 1789.4419 | 328.4522 |
Avg Daily Profit (%) | 0.6861 | 0.6608 | 0.0253 | 0.1709 | 0.1621 | 0.0802 |
Buy And Hold Return (%) | 599.625 | 599.625 | 599.625 | 599.625 | 599.625 | 599.625 |
Max Trade Drawdown | -116201 | -83157 | -119372 | -1470727 | -1542781 | -1069320 |
Profit Factor | 2.93 | 5.0486 | 1.1314 | 1.2924 | 1.5406 | 1.0835 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 41.8367 | 38.7755 | 44.898 | 41.8367 | 38.7755 | 44.898 |
Ratio Avg Win / Avg Loss | 4.0734 | 7.9714 | 1.3885 | 1.7968 | 2.4325 | 1.3298 |
Largest Winning Trade | 660983 | 660983 | 76387 | 1458296 | 1458296 | 974201 |
Largest Losing Trade | -65711 | -28694 | -65711 | -713408 | -446060 | -713408 |
Avg Bars in Trades | 109 | 101 | 117 | 109 | 101 | 117 |
Avg Bars in Winners | 161 | 156 | 166 | 161 | 156 | 166 |
Avg Bars in Losers | 72 | 67 | 77 | 72 | 67 | 77 |
Bars Traded | 10746 | 4996 | 5750 | 10746 | 4996 | 5750 |
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 | 305696 | 311278 | -402820 | 121903 | 107465 | -382173 |
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{ "first_band": { "type": "wma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 97, "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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