Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955574.1653 | 897414.6222 | 58159.5431 | 792861.4954 | 774977.2166 | 17884.2788 |
Total P&L (%) | 955.5742 | 897.4146 | 58.1595 | 792.8615 | 774.9772 | 17.8843 |
Avg Daily Profit (%) | 0.4587 | 0.4308 | 0.0279 | 0.1051 | 0.1042 | 0.0079 |
Buy And Hold Return (%) | 70.7547 | 70.7547 | 70.7547 | 70.7547 | 70.7547 | 70.7547 |
Max Trade Drawdown | -218040 | -136109 | -243542 | -6707812 | -4995070 | -1880692 |
Profit Factor | 1.7652 | 2.5473 | 1.087 | 1.0542 | 1.0984 | 1.0027 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 151 | 80 | 71 | 151 | 80 | 71 |
Profitability (%) | 34.9138 | 31.0345 | 38.7931 | 34.9138 | 31.0345 | 38.7931 |
Ratio Avg Win / Avg Loss | 3.2907 | 5.6607 | 1.715 | 1.9653 | 2.4408 | 1.582 |
Largest Winning Trade | 474562 | 474562 | 58696 | 4067317 | 4067317 | 1430629 |
Largest Losing Trade | -30297 | -25154 | -30297 | -1337362 | -1337362 | -1256098 |
Avg Bars in Trades | 105 | 99 | 111 | 105 | 99 | 111 |
Avg Bars in Winners | 196 | 195 | 198 | 196 | 195 | 198 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 24504 | 11571 | 12933 | 24504 | 11571 | 12933 |
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 | 321959 | 260835 | -449714 | -216626 | -172306 | -569157 |
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{ "first_band": { "type": "wma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 63, "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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