Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260458.388 | 1222289.2822 | 38169.1058 | 2653265.631 | 2742687.2252 | -89421.5942 |
Total P&L (%) | 1260.4584 | 1222.2893 | 38.1691 | 2653.2656 | 2742.6872 | -89.4216 |
Avg Daily Profit (%) | 0.691 | 0.6701 | 0.0209 | 0.1819 | 0.1837 | -0.1231 |
Buy And Hold Return (%) | 722.4762 | 722.4762 | 722.4762 | 722.4762 | 722.4762 | 722.4762 |
Max Trade Drawdown | -81062 | -68574 | -77652 | -2957358 | -1801932 | -1855449 |
Profit Factor | 3.3006 | 5.8755 | 1.1284 | 1.2691 | 1.6527 | 0.9842 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 41.3333 | 40.5405 | 42.1053 | 41.3333 | 40.5405 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.6848 | 8.6173 | 1.5516 | 1.8014 | 2.4239 | 1.3533 |
Largest Winning Trade | 733072 | 733072 | 78307 | 2715987 | 2715987 | 1253660 |
Largest Losing Trade | -26809 | -26809 | -24982 | -853813 | -853813 | -819491 |
Avg Bars in Trades | 139 | 129 | 150 | 139 | 129 | 150 |
Avg Bars in Winners | 229 | 202 | 255 | 229 | 202 | 255 |
Avg Bars in Losers | 76 | 79 | 74 | 76 | 79 | 74 |
Bars Traded | 10497 | 4783 | 5714 | 10497 | 4783 | 5714 |
Profit Streak | 0 | 112.1622 | 0 | 0 | 112.1622 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54694 | 303779 | -411874 | -58271 | 198515 | -582168 |
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{ "first_band": { "type": "wma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 86, "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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