Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098995.4227 | 1190073.8616 | -91078.4388 | 42097.4689 | 657542.0917 | -615444.6228 |
Total P&L (%) | 1098.9954 | 1190.0739 | -91.0784 | 42.0975 | 657.5421 | -615.4446 |
Avg Daily Profit (%) | 0.6044 | 0.6545 | -0.0501 | 0.0193 | 0.1114 | 0 |
Buy And Hold Return (%) | 608.5741 | 608.5741 | 608.5741 | 608.5741 | 608.5741 | 608.5741 |
Max Trade Drawdown | -174141 | -94928 | -120289 | -809752 | -520000 | -668600 |
Profit Factor | 2.3802 | 4.1473 | 0.7822 | 1.0166 | 1.5621 | 0.5489 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 44.186 | 41.8605 | 46.5116 | 44.186 | 41.8605 | 46.5116 |
Ratio Avg Win / Avg Loss | 3.0065 | 5.7602 | 0.8995 | 1.2841 | 2.1696 | 0.6312 |
Largest Winning Trade | 877922 | 877922 | 67240 | 573506 | 573506 | 172982 |
Largest Losing Trade | -49087 | -44627 | -49087 | -284523 | -267196 | -284523 |
Avg Bars in Trades | 123 | 118 | 128 | 123 | 118 | 128 |
Avg Bars in Winners | 166 | 152 | 179 | 166 | 152 | 179 |
Avg Bars in Losers | 89 | 94 | 84 | 89 | 94 | 84 |
Bars Traded | 10638 | 5110 | 5527 | 10638 | 5110 | 5527 |
Profit Streak | 23.1138 | 78.4471 | 23.1138 | 23.1138 | 78.4471 | 23.1138 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263557 | 365809 | -581046 | -535595 | -183518 | -581046 |
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{ "first_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 189, "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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