Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2575870.734 | 2470136.5322 | 105734.2018 | 5371428.1233 | 16763035.0047 | -11391606.8814 |
Total P&L (%) | 2575.8707 | 2470.1365 | 105.7342 | 5371.4281 | 16763.035 | -11391.6069 |
Avg Daily Profit (%) | 1.1564 | 1.1089 | 0.0475 | 0.1798 | 0.2305 | 0 |
Buy And Hold Return (%) | 209.8765 | 209.8765 | 209.8765 | 209.8765 | 209.8765 | 209.8765 |
Max Trade Drawdown | -154440 | -81577 | -97692 | -29083088 | -15072522 | -14703894 |
Profit Factor | 5.4027 | 11.0196 | 1.3123 | 1.0693 | 1.4828 | 0.7335 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 47.619 | 54.8387 | 40.625 | 47.619 | 54.8387 | 40.625 |
Ratio Avg Win / Avg Loss | 5.943 | 9.075 | 1.918 | 1.1763 | 1.2211 | 1.0721 |
Largest Winning Trade | 2222201 | 2222201 | 52411 | 21141884 | 21141884 | 6956889 |
Largest Losing Trade | -48654 | -48654 | -41599 | -8285461 | -6718456 | -8285461 |
Avg Bars in Trades | 67 | 58 | 76 | 67 | 58 | 76 |
Avg Bars in Winners | 109 | 83 | 144 | 109 | 83 | 144 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 4274 | 1815 | 2459 | 4274 | 1815 | 2459 |
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 | -130360 | 811789 | -297701 | -288322 | 363107 | -582789 |
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{ "first_band": { "type": "wma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 42, "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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