Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484161.4937 | 358905.5555 | 125255.9382 | 708051.8047 | 731479.5191 | -23427.7145 |
Total P&L (%) | 484.1615 | 358.9056 | 125.2559 | 708.0518 | 731.4795 | -23.4277 |
Avg Daily Profit (%) | 0.4648 | 0.3445 | 0.1202 | 0.2008 | 0.2035 | -0.0256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136797 | -102649 | -61733 | -1923859 | -1288927 | -903081 |
Profit Factor | 1.9804 | 2.2825 | 1.5853 | 1.1409 | 1.2591 | 0.9894 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 41.4063 | 32.8125 | 50 | 41.4063 | 32.8125 | 50 |
Ratio Avg Win / Avg Loss | 2.8025 | 4.6738 | 1.5853 | 1.6144 | 2.5781 | 0.9894 |
Largest Winning Trade | 197088 | 197088 | 34200 | 1475013 | 1475013 | 281267 |
Largest Losing Trade | -22397 | -20351 | -22397 | -420477 | -374056 | -420477 |
Avg Bars in Trades | 192 | 169 | 215 | 192 | 169 | 215 |
Avg Bars in Winners | 282 | 272 | 288 | 282 | 272 | 288 |
Avg Bars in Losers | 128 | 119 | 141 | 128 | 119 | 141 |
Bars Traded | 24627 | 10865 | 13762 | 24627 | 10865 | 13762 |
Profit Streak | 0 | 0 | 22.1434 | 0 | 0 | 22.1434 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383186 | -132940 | -168172 | -59436 | -137129 | -719409 |
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{ "first_band": { "type": "wma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 99, "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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