Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1275825.5797 | 1161594.8487 | 114230.731 | 1944262.37 | 2150876.9559 | -206614.5859 |
Total P&L (%) | 1275.8256 | 1161.5948 | 114.2307 | 1944.2624 | 2150.877 | -206.6146 |
Avg Daily Profit (%) | 0.6124 | 0.5576 | 0.0548 | 0.145 | 0.1496 | 0 |
Buy And Hold Return (%) | 107.5472 | 107.5472 | 107.5472 | 107.5472 | 107.5472 | 107.5472 |
Max Trade Drawdown | -151024 | -77675 | -104918 | -27086713 | -10960994 | -18532720 |
Profit Factor | 3.3136 | 5.9206 | 1.3622 | 1.0375 | 1.1073 | 0.9935 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 43.2836 | 44.1176 | 42.4242 | 43.2836 | 44.1176 | 42.4242 |
Ratio Avg Win / Avg Loss | 4.3419 | 7.4994 | 1.8487 | 1.3595 | 1.4025 | 1.3483 |
Largest Winning Trade | 718540 | 718540 | 68514 | 10902299 | 10165012 | 10902299 |
Largest Losing Trade | -71989 | -29220 | -71989 | -11150268 | -6434569 | -11150268 |
Avg Bars in Trades | 366 | 314 | 421 | 366 | 314 | 421 |
Avg Bars in Winners | 587 | 500 | 679 | 587 | 500 | 679 |
Avg Bars in Losers | 199 | 166 | 231 | 199 | 166 | 231 |
Bars Traded | 24588 | 10677 | 13911 | 24588 | 10677 | 13911 |
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 | -105991 | 621327 | -267537 | -302274 | -97791 | -582082 |
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{ "first_band": { "type": "wma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 196, "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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