Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318462.1647 | 198400.0136 | 120062.1511 | 1079401.1751 | 904931.1715 | 174470.0036 |
Total P&L (%) | 318.4622 | 198.4 | 120.0622 | 1079.4012 | 904.9312 | 174.47 |
Avg Daily Profit (%) | 0.6115 | 0.3809 | 0.2305 | 0.4749 | 0.444 | 0.194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30354 | -24071 | -23928 | -429065 | -182295 | -331900 |
Profit Factor | 2.1587 | 2.5379 | 1.8233 | 1.5484 | 2.051 | 1.1576 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Profitability (%) | 45.5285 | 46.7742 | 44.2623 | 45.5285 | 46.7742 | 44.2623 |
Ratio Avg Win / Avg Loss | 2.5827 | 2.8879 | 2.296 | 1.8525 | 2.3339 | 1.4577 |
Largest Winning Trade | 60673 | 60673 | 30506 | 423270 | 423270 | 272794 |
Largest Losing Trade | -18157 | -11915 | -18157 | -219597 | -113235 | -219597 |
Avg Bars in Trades | 198 | 185 | 212 | 198 | 185 | 212 |
Avg Bars in Winners | 328 | 296 | 363 | 328 | 296 | 363 |
Avg Bars in Losers | 90 | 87 | 93 | 90 | 87 | 93 |
Bars Traded | 24470 | 11495 | 12975 | 24470 | 11495 | 12975 |
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 | 477460 | -141997 | -153139 | 400278 | -141981 | -204114 |
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{ "first_band": { "type": "wma", "factors": { "length": 128, "offset": 98 } }, "second_band": { "type": "ema", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 128, "offset": 98 } }, "second_band": { "type": "ema", "factors": { "length": 49, "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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