Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3448724.1228 | 3524371.3019 | -75647.1791 | -23149.4982 | 305201.9196 | -328351.4178 |
Total P&L (%) | 3448.7241 | 3524.3713 | -75.6472 | -23.1495 | 305.2019 | -328.3514 |
Avg Daily Profit (%) | 1.5598 | 1.594 | -0.0342 | -0.0119 | 0.0633 | 0 |
Buy And Hold Return (%) | 429.1439 | 429.1439 | 429.1439 | 429.1439 | 429.1439 | 429.1439 |
Max Trade Drawdown | -176495 | -105798 | -91651 | -1042926 | -493111 | -581837 |
Profit Factor | 6.6231 | 12.9709 | 0.7628 | 0.9862 | 1.369 | 0.6112 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 |
Ratio Avg Win / Avg Loss | 9.1705 | 17.9597 | 1.0562 | 1.3654 | 1.8956 | 0.8462 |
Largest Winning Trade | 3654601 | 3654601 | 42872 | 838573 | 838573 | 251229 |
Largest Losing Trade | -63962 | -44174 | -63962 | -324669 | -200629 | -324669 |
Avg Bars in Trades | 65 | 59 | 72 | 65 | 59 | 72 |
Avg Bars in Winners | 100 | 93 | 107 | 100 | 93 | 107 |
Avg Bars in Losers | 40 | 34 | 46 | 40 | 34 | 46 |
Bars Traded | 4084 | 1841 | 2243 | 4084 | 1841 | 2243 |
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 | -139559 | 691464 | -582287 | -741025 | -275738 | -583954 |
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{ "first_band": { "type": "wma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 16, "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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