Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1272319.8187 | 1404560.714 | -132240.8954 | -41266.2528 | 710619.1423 | -751885.3951 |
Total P&L (%) | 1272.3198 | 1404.5607 | -132.2409 | -41.2663 | 710.6191 | -751.8854 |
Avg Daily Profit (%) | 0.6996 | 0.7723 | -0.0727 | -0.0293 | 0.1151 | 0 |
Buy And Hold Return (%) | 624.9029 | 624.9029 | 624.9029 | 624.9029 | 624.9029 | 624.9029 |
Max Trade Drawdown | -217856 | -110754 | -180308 | -1707808 | -1208397 | -1356751 |
Profit Factor | 2.2564 | 3.66 | 0.7271 | 0.9931 | 1.2304 | 0.7399 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 47.3684 | 43.8596 | 50.8772 | 47.3684 | 43.8596 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.5071 | 4.6848 | 0.7021 | 1.1034 | 1.5749 | 0.7143 |
Largest Winning Trade | 1032989 | 1032989 | 67504 | 706765 | 706765 | 700106 |
Largest Losing Trade | -56056 | -37032 | -56056 | -810841 | -392709 | -810841 |
Avg Bars in Trades | 46 | 48 | 45 | 46 | 48 | 45 |
Avg Bars in Winners | 50 | 57 | 44 | 50 | 57 | 44 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 5332 | 2759 | 2573 | 5332 | 2759 | 2573 |
Profit Streak | 0 | 79.5992 | 0 | 0 | 79.5992 | 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 | 332404 | -166976 | -760719 | -579831 | -342697 | -760719 |
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{ "first_band": { "type": "wma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 75, "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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