Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887455.9879 | 746797.5114 | 140658.4765 | 3530685.444 | 904712.5851 | 2625972.8589 |
Total P&L (%) | 887.456 | 746.7975 | 140.6585 | 3530.6854 | 904.7126 | 2625.9729 |
Avg Daily Profit (%) | 0.4261 | 0.3585 | 0.0675 | 0.1726 | 0.1108 | 0.1588 |
Buy And Hold Return (%) | 79.6825 | 79.6825 | 79.6825 | 79.6825 | 79.6825 | 79.6825 |
Max Trade Drawdown | -91587 | -71569 | -125581 | -6044891 | -5163042 | -2940553 |
Profit Factor | 2.2774 | 3.0857 | 1.4178 | 1.1738 | 1.081 | 1.2872 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 36.8794 | 31.4286 | 42.2535 | 36.8794 | 31.4286 | 42.2535 |
Ratio Avg Win / Avg Loss | 3.8979 | 6.7325 | 1.9376 | 2.0091 | 2.3586 | 1.7591 |
Largest Winning Trade | 337306 | 337306 | 62718 | 3870465 | 3870465 | 2462527 |
Largest Losing Trade | -24322 | -24322 | -24118 | -1486561 | -1081506 | -1486561 |
Avg Bars in Trades | 174 | 152 | 196 | 174 | 152 | 196 |
Avg Bars in Winners | 332 | 313 | 345 | 332 | 313 | 345 |
Avg Bars in Losers | 82 | 77 | 87 | 82 | 77 | 87 |
Bars Traded | 24619 | 10643 | 13976 | 24619 | 10643 | 13976 |
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 | 344753 | -86391 | -199273 | -25122 | -276573 | -81168 |
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{ "first_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 110, "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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