Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1555508.8705 | 1441956.8539 | 113552.0166 | 925612.4484 | 2904189.9232 | -1978577.4749 |
Total P&L (%) | 1555.5089 | 1441.9569 | 113.552 | 925.6124 | 2904.1899 | -1978.5775 |
Avg Daily Profit (%) | 0.6522 | 0.6046 | 0.0476 | 0.0977 | 0.1428 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185077 | -132860 | -126660 | -16920120 | -14967532 | -7063910 |
Profit Factor | 2.9198 | 4.4308 | 1.2912 | 1.023 | 1.1272 | 0.8865 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 32.5301 | 28.5714 | 36.5854 | 32.5301 | 28.5714 | 36.5854 |
Ratio Avg Win / Avg Loss | 6.0559 | 11.077 | 2.2381 | 2.1217 | 2.818 | 1.5367 |
Largest Winning Trade | 961693 | 961693 | 66157 | 13868271 | 13868271 | 5305921 |
Largest Losing Trade | -37478 | -33111 | -37478 | -3546060 | -3546060 | -2794008 |
Avg Bars in Trades | 167 | 136 | 199 | 167 | 136 | 199 |
Avg Bars in Winners | 369 | 319 | 408 | 369 | 319 | 408 |
Avg Bars in Losers | 70 | 62 | 79 | 70 | 62 | 79 |
Bars Traded | 13907 | 5716 | 8191 | 13907 | 5716 | 8191 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338638 | 174332 | -133364 | -264389 | -95541 | -583181 |
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{ "first_band": { "type": "wma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "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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