Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735525.5859 | 581706.4821 | 153819.1038 | 1451839.2108 | 1876861.1104 | -425021.8996 |
Total P&L (%) | 735.5256 | 581.7065 | 153.8191 | 1451.8392 | 1876.8611 | -425.0219 |
Avg Daily Profit (%) | 0.3924 | 0.3103 | 0.0821 | 0.1464 | 0.1593 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77496 | -50886 | -92615 | -1512616 | -644596 | -1316360 |
Profit Factor | 1.9786 | 2.5128 | 1.4191 | 1.2439 | 1.6529 | 0.8619 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 34.5865 | 30.303 | 38.806 | 34.5865 | 30.303 | 38.806 |
Ratio Avg Win / Avg Loss | 3.7422 | 5.7795 | 2.2378 | 2.3526 | 3.8017 | 1.3592 |
Largest Winning Trade | 283569 | 283569 | 83222 | 1934086 | 1934086 | 622165 |
Largest Losing Trade | -29261 | -25438 | -29261 | -563757 | -262785 | -563757 |
Avg Bars in Trades | 167 | 147 | 187 | 167 | 147 | 187 |
Avg Bars in Winners | 343 | 332 | 352 | 343 | 332 | 352 |
Avg Bars in Losers | 73 | 66 | 82 | 73 | 66 | 82 |
Bars Traded | 22247 | 9710 | 12537 | 22247 | 9710 | 12537 |
Profit Streak | 11.1963 | 0 | 11.363 | 11.1963 | 0 | 11.363 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303723 | -118347 | -202153 | -1367 | -121297 | -699788 |
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{ "first_band": { "type": "wma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 119, "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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