Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814251.2401 | 760877.3822 | 53373.8579 | 1954288.9725 | 1388121.591 | 566167.3815 |
Total P&L (%) | 814.2512 | 760.8774 | 53.3739 | 1954.289 | 1388.1216 | 566.1674 |
Avg Daily Profit (%) | 0.3908 | 0.3652 | 0.0256 | 0.1452 | 0.1297 | 0.0911 |
Buy And Hold Return (%) | 279.534 | 279.534 | 279.534 | 279.534 | 279.534 | 279.534 |
Max Trade Drawdown | -118130 | -74340 | -106594 | -2106481 | -1322012 | -1455513 |
Profit Factor | 2.0446 | 3.0657 | 1.1298 | 1.1763 | 1.2434 | 1.1052 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 52.2124 | 52.6316 | 51.7857 | 52.2124 | 52.6316 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.8713 | 2.7591 | 1.0519 | 1.0766 | 1.119 | 1.029 |
Largest Winning Trade | 296587 | 296587 | 65626 | 1170620 | 1004389 | 1170620 |
Largest Losing Trade | -49345 | -45939 | -49345 | -798083 | -685929 | -798083 |
Avg Bars in Trades | 217 | 195 | 240 | 217 | 195 | 240 |
Avg Bars in Winners | 237 | 242 | 232 | 237 | 242 | 232 |
Avg Bars in Losers | 195 | 143 | 248 | 195 | 143 | 248 |
Bars Traded | 24601 | 11139 | 13462 | 24601 | 11139 | 13462 |
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 | 394327 | -167765 | -581983 | -24825 | -200811 | -362304 |
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{ "first_band": { "type": "wma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 173, "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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