Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789484.3801 | 632887.989 | 156596.3911 | 2238570.9991 | 1170912.0755 | 1067658.9236 |
Total P&L (%) | 789.4844 | 632.888 | 156.5964 | 2238.571 | 1170.9121 | 1067.6589 |
Avg Daily Profit (%) | 0.3145 | 0.2521 | 0.0624 | 0.1256 | 0.1013 | 0.098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81144 | -85617 | -63348 | -1627087 | -1894420 | -1512947 |
Profit Factor | 2.5125 | 3.5062 | 1.5812 | 1.2705 | 1.2819 | 1.2591 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 43.6782 | 41.8605 | 45.4545 | 43.6782 | 41.8605 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.2398 | 4.8697 | 1.8974 | 1.6383 | 1.7804 | 1.5109 |
Largest Winning Trade | 452898 | 452898 | 59605 | 1538151 | 1538151 | 1113677 |
Largest Losing Trade | -35228 | -23810 | -35228 | -1041375 | -455906 | -1041375 |
Avg Bars in Trades | 112 | 98 | 127 | 112 | 98 | 127 |
Avg Bars in Winners | 173 | 156 | 189 | 173 | 156 | 189 |
Avg Bars in Losers | 65 | 56 | 76 | 65 | 56 | 76 |
Bars Traded | 9827 | 4214 | 5613 | 9827 | 4214 | 5613 |
Profit Streak | 54.7504 | 68.0005 | 54.7505 | 54.7505 | 68.0005 | 54.7505 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469674 | 469364 | -107441 | -24601 | -58345 | -61570 |
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{ "first_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 64, "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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