Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307334.3573 | 1273799.9858 | 33534.3715 | 2051063.5723 | 3013061.5446 | -961997.9724 |
Total P&L (%) | 1307.3344 | 1273.8 | 33.5344 | 2051.0636 | 3013.0615 | -961.998 |
Avg Daily Profit (%) | 0.7158 | 0.6974 | 0.0184 | 0.1681 | 0.1884 | 0 |
Buy And Hold Return (%) | 690.4509 | 690.4509 | 690.4509 | 690.4509 | 690.4509 | 690.4509 |
Max Trade Drawdown | -113592 | -110609 | -87192 | -3543461 | -2909661 | -2036678 |
Profit Factor | 2.6755 | 4.1162 | 1.0903 | 1.1352 | 1.3882 | 0.8702 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 49.7006 | 46.988 | 52.381 | 49.7006 | 46.988 | 52.381 |
Ratio Avg Win / Avg Loss | 2.7077 | 4.6439 | 0.9912 | 1.1488 | 1.5661 | 0.7911 |
Largest Winning Trade | 746671 | 746671 | 76299 | 2815809 | 2815809 | 1259248 |
Largest Losing Trade | -37883 | -37883 | -36444 | -1042999 | -1042999 | -895447 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 56 | 52 | 59 | 56 | 52 | 59 |
Avg Bars in Losers | 29 | 28 | 29 | 29 | 28 | 29 |
Bars Traded | 7136 | 3308 | 3828 | 7136 | 3308 | 3828 |
Profit Streak | 0 | 20.8624 | 0 | 0 | 20.8624 | 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 | 385521 | 380231 | -457025 | -66464 | 245624 | -580798 |
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{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 17, "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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