Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323873.778 | 134230.7329 | 189643.045 | -24484.6414 | 76352.7327 | -100837.3741 |
Total P&L (%) | 323.8738 | 134.2307 | 189.643 | -24.4846 | 76.3527 | -100.8374 |
Avg Daily Profit (%) | 0.2193 | 0.0909 | 0.1284 | -0.019 | 0.0384 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110124 | -92897 | -123492 | -395014 | -130820 | -394854 |
Profit Factor | 1.326 | 1.2892 | 1.3583 | 0.9802 | 1.1575 | 0.8659 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 132 | 58 | 74 | 132 | 58 | 74 |
Losing Trades | 92 | 54 | 38 | 92 | 54 | 38 |
Profitability (%) | 58.9286 | 51.7857 | 66.0714 | 58.9286 | 51.7857 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.9242 | 1.2003 | 0.6975 | 0.6832 | 1.0776 | 0.4446 |
Largest Winning Trade | 75845 | 75845 | 40868 | 120764 | 120764 | 64167 |
Largest Losing Trade | -88429 | -39321 | -88429 | -291964 | -76764 | -291964 |
Avg Bars in Trades | 78 | 72 | 83 | 78 | 72 | 83 |
Avg Bars in Winners | 57 | 49 | 64 | 57 | 49 | 64 |
Avg Bars in Losers | 107 | 97 | 122 | 107 | 97 | 122 |
Bars Traded | 17547 | 8157 | 9390 | 17547 | 8157 | 9390 |
Profit Streak | 10.2882 | 20.2882 | 10.2882 | 10.2882 | 20.2882 | 10.2882 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352535 | -71049 | -20304 | -577347 | -188362 | -578294 |
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{ "first_band": { "type": "wma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 94, "offset": 50 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 94, "offset": 50 } } }
# | 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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