Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 16877.5656 | 813735.9071 | -796858.3415 | -16405.3065 | -100835029.1091 | 100818623.8026 |
Total P&L (%) | 16.8776 | 813.7359 | -796.8583 | -16.4053 | -100835.0291 | 100818.6238 |
Avg Daily Profit (%) | 0.0083 | 0.3982 | -0.3899 | -0.0088 | 0 | 0.3391 |
Buy And Hold Return (%) | 2615.0621 | 2615.0621 | 2615.0621 | 2615.0621 | 2615.0621 | 2615.0621 |
Max Trade Drawdown | -734330 | -72659 | -952393 | -121043954 | -102511946 | -46406481 |
Profit Factor | 1.0112 | 3.7664 | 0.3424 | 0.9999 | 0.3594 | 2.8445 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 36 | 18 | 18 | 30 | 14 | 16 |
Losing Trades | 23 | 12 | 11 | 29 | 16 | 13 |
Profitability (%) | 61.0169 | 60 | 62.069 | 50.8475 | 46.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.6461 | 2.511 | 0.2092 | 0.9666 | 0.4108 | 2.3112 |
Largest Winning Trade | 306750 | 306750 | 79193 | 121250925 | 54428949 | 121250925 |
Largest Losing Trade | -717050 | -46038 | -717050 | -58981439 | -58981439 | -24104090 |
Avg Bars in Trades | 68 | 55 | 81 | 68 | 55 | 81 |
Avg Bars in Winners | 77 | 56 | 97 | 70 | 34 | 100 |
Avg Bars in Losers | 54 | 52 | 55 | 66 | 72 | 57 |
Bars Traded | 4018 | 1652 | 2366 | 4018 | 1652 | 2366 |
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 | -735508 | -147906 | -579268 | -760167 | -582121 | 549778 |
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{ "first_band": { "type": "wma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 52, "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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