Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80028.2409 | 236799.9522 | -156771.7113 | -3371139.3116 | -1269374.4738 | -2101764.8378 |
Total P&L (%) | 80.0282 | 236.8 | -156.7717 | -3371.1393 | -1269.3745 | -2101.7648 |
Avg Daily Profit (%) | 0.0643 | 0.1904 | -0.1261 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75253 | -37270 | -75253 | -3151139 | -1344747 | -1937427 |
Profit Factor | 1.1122 | 2.3441 | 0.7081 | 0.5242 | 0.6004 | 0.4622 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 69 | 31 | 38 | 25 | 16 | 9 |
Losing Trades | 26 | 16 | 10 | 70 | 31 | 39 |
Profitability (%) | 72.6316 | 65.9574 | 79.1667 | 26.3158 | 34.0426 | 18.75 |
Ratio Avg Win / Avg Loss | 0.4191 | 1.2099 | 0.1863 | 1.4676 | 1.1633 | 2.0027 |
Largest Winning Trade | 46373 | 46373 | 21609 | 620031 | 620031 | 473767 |
Largest Losing Trade | -342517 | -29401 | -342517 | -884303 | -884303 | -427020 |
Avg Bars in Trades | 148 | 158 | 138 | 148 | 158 | 138 |
Avg Bars in Winners | 97 | 101 | 93 | 274 | 268 | 284 |
Avg Bars in Losers | 285 | 268 | 311 | 103 | 101 | 105 |
Bars Traded | 14126 | 7458 | 6668 | 14126 | 7458 | 6668 |
Profit Streak | 62.9034 | 88.9867 | 62.9034 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -200870 | 504074 | -575934 | -602873 | -585235 | -635550 |
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{ "first_band": { "type": "wma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 80, "offset": 182 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 80, "offset": 182 } } }
# | 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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