Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222570.2369 | 219949.3546 | 2620.8824 | -373581.4759 | -226919.9027 | -146661.5731 |
Total P&L (%) | 222.5702 | 219.9494 | 2.6209 | -373.5815 | -226.9199 | -146.6616 |
Avg Daily Profit (%) | 0.1796 | 0.1775 | 0.0021 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135829 | -30865 | -156153 | -594486 | -299970 | -364820 |
Profit Factor | 1.4792 | 3.0245 | 1.0074 | 0.6852 | 0.5267 | 0.7926 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 48 | 23 | 25 | 22 | 12 | 10 |
Losing Trades | 21 | 11 | 10 | 47 | 22 | 25 |
Profitability (%) | 69.5652 | 67.6471 | 71.4286 | 31.8841 | 35.2941 | 28.5714 |
Ratio Avg Win / Avg Loss | 0.6472 | 1.4465 | 0.4029 | 1.4638 | 0.9655 | 1.9816 |
Largest Winning Trade | 44729 | 35887 | 44729 | 240483 | 87657 | 240483 |
Largest Losing Trade | -135829 | -23432 | -135829 | -191560 | -111662 | -191560 |
Avg Bars in Trades | 104 | 89 | 118 | 104 | 89 | 118 |
Avg Bars in Winners | 95 | 82 | 108 | 110 | 99 | 123 |
Avg Bars in Losers | 123 | 104 | 143 | 101 | 83 | 116 |
Bars Traded | 7187 | 3038 | 4149 | 7187 | 3038 | 4149 |
Profit Streak | 12.4776 | 14.1443 | 12.4776 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95421 | 538557 | -566472 | -692433 | -586514 | -592083 |
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{ "first_band": { "type": "wma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 134, "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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