Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1383798.853 | 1367570.9275 | 16227.9255 | 636727.8325 | 1231402.1336 | -594674.3011 |
Total P&L (%) | 1383.7989 | 1367.5709 | 16.2279 | 636.7278 | 1231.4021 | -594.6743 |
Avg Daily Profit (%) | 0.7572 | 0.7483 | 0.0089 | 0.1093 | 0.1418 | 0 |
Buy And Hold Return (%) | 842.417 | 842.417 | 842.417 | 842.417 | 842.417 | 842.417 |
Max Trade Drawdown | -182489 | -88148 | -104209 | -1698265 | -1051562 | -1411368 |
Profit Factor | 3.1645 | 5.4688 | 1.0487 | 1.0815 | 1.3361 | 0.8567 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 54.0541 | 48.6486 | 59.4595 | 54.0541 | 48.6486 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.6898 | 5.7726 | 0.715 | 0.9193 | 1.4104 | 0.5841 |
Largest Winning Trade | 970409 | 970409 | 60530 | 1327978 | 1327978 | 540227 |
Largest Losing Trade | -72004 | -53257 | -72004 | -669960 | -655220 | -669960 |
Avg Bars in Trades | 93 | 91 | 96 | 93 | 91 | 96 |
Avg Bars in Winners | 119 | 123 | 116 | 119 | 123 | 116 |
Avg Bars in Losers | 63 | 61 | 66 | 63 | 61 | 66 |
Bars Traded | 6948 | 3389 | 3559 | 6948 | 3389 | 3559 |
Profit Streak | 0 | 108.4845 | 0 | 0 | 108.4845 | 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 | -58397 | 428446 | -514145 | -412919 | -24757 | -579546 |
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{ "first_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 157, "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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