Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3118676.8954 | 2978075.1782 | 140601.7172 | 8737371.1474 | 9485939.3278 | -748568.1803 |
Total P&L (%) | 3118.6769 | 2978.0752 | 140.6017 | 8737.3711 | 9485.9393 | -748.5682 |
Avg Daily Profit (%) | 1.497 | 1.4295 | 0.0675 | 0.2153 | 0.2193 | 0 |
Buy And Hold Return (%) | 90.824 | 90.824 | 90.824 | 90.824 | 90.824 | 90.824 |
Max Trade Drawdown | -101841 | -97173 | -115756 | -16465352 | -14344882 | -6884243 |
Profit Factor | 5.0881 | 8.7004 | 1.3738 | 1.1236 | 1.259 | 0.978 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 36.8852 | 29.5082 | 44.2623 | 36.8852 | 29.5082 | 44.2623 |
Ratio Avg Win / Avg Loss | 8.7063 | 20.7842 | 1.73 | 1.9225 | 3.0075 | 1.2316 |
Largest Winning Trade | 2680374 | 2680374 | 84449 | 13901812 | 13901812 | 5431915 |
Largest Losing Trade | -36115 | -36115 | -32309 | -3665653 | -3665653 | -3361495 |
Avg Bars in Trades | 200 | 174 | 226 | 200 | 174 | 226 |
Avg Bars in Winners | 401 | 396 | 405 | 401 | 396 | 405 |
Avg Bars in Losers | 83 | 81 | 85 | 83 | 81 | 85 |
Bars Traded | 24470 | 10634 | 13836 | 24470 | 10634 | 13836 |
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 | 606743 | -149662 | -274988 | -80114 | -162756 | -743023 |
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 139, "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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