Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364085.2432 | 354781.7852 | 9303.458 | -367340.1567 | 103393.5096 | -470733.6663 |
Total P&L (%) | 364.0852 | 354.7818 | 9.3035 | -367.3402 | 103.3935 | -470.7337 |
Avg Daily Profit (%) | 0.1909 | 0.186 | 0.0049 | 0 | 0.0372 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275798 | -153293 | -220169 | -948752 | -429297 | -654714 |
Profit Factor | 1.536 | 2.1487 | 1.0251 | 0.797 | 1.1271 | 0.5274 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 17 | 17 | 29 | 13 | 16 |
Losing Trades | 30 | 15 | 15 | 35 | 19 | 16 |
Profitability (%) | 53.125 | 53.125 | 53.125 | 45.3125 | 40.625 | 50 |
Ratio Avg Win / Avg Loss | 1.3553 | 1.8959 | 0.9045 | 0.9619 | 1.6472 | 0.5274 |
Largest Winning Trade | 463907 | 463907 | 63926 | 439493 | 439493 | 92500 |
Largest Losing Trade | -195222 | -59373 | -195222 | -496338 | -296224 | -496338 |
Avg Bars in Trades | 113 | 101 | 126 | 113 | 101 | 126 |
Avg Bars in Winners | 112 | 109 | 115 | 104 | 98 | 108 |
Avg Bars in Losers | 115 | 91 | 138 | 122 | 103 | 144 |
Bars Traded | 7291 | 3242 | 4049 | 7291 | 3242 | 4049 |
Profit Streak | 57.0403 | 57.0403 | 87.0403 | 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 | -133045 | 450822 | -545717 | -726378 | -226480 | -580810 |
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{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 213, "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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