Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918268.9817 | 747875.5937 | 170393.3881 | 4147716.3256 | -112283.4073 | 4259999.733 |
Total P&L (%) | 918.269 | 747.8756 | 170.3934 | 4147.7163 | -112.2834 | 4259.9997 |
Avg Daily Profit (%) | 0.4745 | 0.3864 | 0.088 | 0.1939 | 0 | 0.1953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97717 | -65336 | -49921 | -3537030 | -2836051 | -1469423 |
Profit Factor | 2.977 | 4.0923 | 1.7654 | 1.4227 | 0.9793 | 1.9695 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 43.9394 | 33.3333 | 54.5455 | 43.9394 | 33.3333 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.7982 | 8.1847 | 1.4711 | 1.8152 | 1.9585 | 1.6413 |
Largest Winning Trade | 437745 | 437745 | 63459 | 1836682 | 1414746 | 1836682 |
Largest Losing Trade | -39314 | -27792 | -39314 | -1112706 | -1072189 | -1112706 |
Avg Bars in Trades | 85 | 65 | 105 | 85 | 65 | 105 |
Avg Bars in Winners | 146 | 120 | 162 | 146 | 120 | 162 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 5631 | 2146 | 3485 | 5631 | 2146 | 3485 |
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 | -115065 | 369153 | -72613 | -121203 | -584506 | 442905 |
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{ "first_band": { "type": "wma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 41, "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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