Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062486.2068 | 1117296.2162 | -54810.0094 | 91367.7203 | 981597.6463 | -890229.9261 |
Total P&L (%) | 1062.4862 | 1117.2962 | -54.81 | 91.3677 | 981.5976 | -890.2299 |
Avg Daily Profit (%) | 0.5848 | 0.615 | -0.0302 | 0.0357 | 0.1311 | 0 |
Buy And Hold Return (%) | 550.773 | 550.773 | 550.773 | 550.773 | 550.773 | 550.773 |
Max Trade Drawdown | -188727 | -93563 | -137994 | -2162708 | -1267310 | -1785329 |
Profit Factor | 2.4012 | 3.9236 | 0.8543 | 1.0121 | 1.258 | 0.7638 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 47.4359 | 41.0256 | 53.8462 | 47.4359 | 41.0256 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.6608 | 5.6401 | 0.7322 | 1.1215 | 1.8083 | 0.6547 |
Largest Winning Trade | 807478 | 807478 | 57582 | 1383263 | 1383263 | 632247 |
Largest Losing Trade | -46885 | -42456 | -46885 | -780846 | -674626 | -780846 |
Avg Bars in Trades | 88 | 83 | 94 | 88 | 83 | 94 |
Avg Bars in Winners | 125 | 122 | 127 | 125 | 122 | 127 |
Avg Bars in Losers | 55 | 56 | 55 | 55 | 56 | 55 |
Bars Traded | 6939 | 3255 | 3684 | 6939 | 3255 | 3684 |
Profit Streak | 0 | 79.3979 | 0 | 0 | 79.3979 | 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 | -31235 | 323296 | -580258 | -557974 | -27843 | -580258 |
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{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 121, "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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