Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1058208.2197 | 1000169.3129 | 58038.9068 | 2746631.8514 | 3602110.7916 | -855478.9402 |
Total P&L (%) | 1058.2082 | 1000.1693 | 58.0389 | 2746.6319 | 3602.1108 | -855.4789 |
Avg Daily Profit (%) | 0.5817 | 0.5498 | 0.0319 | 0.1842 | 0.1987 | 0 |
Buy And Hold Return (%) | 695.8015 | 695.8015 | 695.8015 | 695.8015 | 695.8015 | 695.8015 |
Max Trade Drawdown | -103428 | -67213 | -71018 | -3766877 | -2459432 | -3454494 |
Profit Factor | 2.7681 | 4.3007 | 1.1964 | 1.176 | 1.5041 | 0.8989 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 57.1429 | 59.1837 | 55.102 | 57.1429 | 59.1837 | 55.102 |
Ratio Avg Win / Avg Loss | 2.0761 | 2.966 | 0.9749 | 0.882 | 1.0373 | 0.7324 |
Largest Winning Trade | 558611 | 558611 | 60172 | 3366314 | 3366314 | 977784 |
Largest Losing Trade | -44285 | -44285 | -39329 | -1893125 | -1205797 | -1893125 |
Avg Bars in Trades | 108 | 113 | 104 | 108 | 113 | 104 |
Avg Bars in Winners | 122 | 119 | 126 | 122 | 119 | 126 |
Avg Bars in Losers | 89 | 104 | 77 | 89 | 104 | 77 |
Bars Traded | 10643 | 5537 | 5106 | 10643 | 5537 | 5106 |
Profit Streak | 0 | 74.8284 | 0 | 0 | 74.8284 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276711 | -9125 | -321406 | -21793 | 374208 | -580020 |
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{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 238, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 238, "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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