Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117519.0478 | 81639.6979 | 35879.3499 | 126175.9139 | 126920.9882 | -745.0743 |
Total P&L (%) | 117.519 | 81.6397 | 35.8794 | 126.1759 | 126.921 | -0.7451 |
Avg Daily Profit (%) | 0.4513 | 0.3135 | 0.1378 | 0.3139 | 0.3152 | -0.0029 |
Buy And Hold Return (%) | 13.0104 | 13.0104 | 13.0104 | 13.0104 | 13.0104 | 13.0104 |
Max Trade Drawdown | -40732 | -23831 | -40153 | -136210 | -62646 | -125998 |
Profit Factor | 1.3662 | 1.5464 | 1.2092 | 1.1817 | 1.4184 | 0.9981 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 65.7143 | 65.9091 | 65.5172 | 65.7143 | 65.9091 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.7128 | 0.7998 | 0.6364 | 0.6165 | 0.7336 | 0.5253 |
Largest Winning Trade | 24887 | 24887 | 11108 | 33152 | 33152 | 24204 |
Largest Losing Trade | -32291 | -15113 | -32291 | -97740 | -34869 | -97740 |
Avg Bars in Trades | 140 | 135 | 145 | 140 | 135 | 145 |
Avg Bars in Winners | 93 | 89 | 97 | 93 | 89 | 97 |
Avg Bars in Losers | 229 | 224 | 234 | 229 | 224 | 234 |
Bars Traded | 24576 | 11949 | 12627 | 24576 | 11949 | 12627 |
Profit Streak | 8.9112 | 8.9112 | 13.0362 | 8.9112 | 8.9112 | 13.0362 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427914 | 368971 | -12398 | -10450 | 358727 | -578606 |
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{ "first_band": { "type": "jma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 230, "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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