Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862550.1355 | 726528.8743 | 136021.2612 | 3714710.8393 | 3300740.4941 | 413970.3452 |
Total P&L (%) | 862.5501 | 726.5289 | 136.0213 | 3714.7108 | 3300.7405 | 413.9703 |
Avg Daily Profit (%) | 0.467 | 0.3933 | 0.0736 | 0.1973 | 0.1911 | 0.0887 |
Buy And Hold Return (%) | 156.2771 | 156.2771 | 156.2771 | 156.2771 | 156.2771 | 156.2771 |
Max Trade Drawdown | -106999 | -68505 | -60614 | -3439786 | -1170873 | -3050981 |
Profit Factor | 2.4375 | 3.4227 | 1.4532 | 1.3316 | 1.6529 | 1.0673 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 59.6639 | 55 | 64.4068 | 59.6639 | 55 | 64.4068 |
Ratio Avg Win / Avg Loss | 1.6479 | 2.8004 | 0.8031 | 0.9002 | 1.3524 | 0.5898 |
Largest Winning Trade | 502742 | 502742 | 50835 | 2084295 | 994674 | 2084295 |
Largest Losing Trade | -44132 | -38720 | -44132 | -1559569 | -875128 | -1559569 |
Avg Bars in Trades | 89 | 92 | 85 | 89 | 92 | 85 |
Avg Bars in Winners | 91 | 101 | 82 | 91 | 101 | 82 |
Avg Bars in Losers | 86 | 81 | 91 | 86 | 81 | 91 |
Bars Traded | 10628 | 5561 | 5067 | 10628 | 5561 | 5067 |
Profit Streak | 0 | 0 | 54.0283 | 0 | 0 | 54.0283 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559635 | -153941 | -435297 | 294968 | -158551 | -400393 |
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{ "first_band": { "type": "wma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 217, "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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