Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733285.3342 | 381852.3491 | 351432.9851 | 10159497.1166 | 2834200.1852 | 7325296.9314 |
Total P&L (%) | 733.2853 | 381.8523 | 351.433 | 10159.4971 | 2834.2002 | 7325.2969 |
Avg Daily Profit (%) | 0.4049 | 0.2109 | 0.1941 | 0.256 | 0.1868 | 0.2381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98216 | -94582 | -71895 | -17734908 | -15821707 | -10721600 |
Profit Factor | 1.766 | 1.7734 | 1.758 | 1.1148 | 1.0637 | 1.1664 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 151 | 80 | 71 | 151 | 80 | 71 |
Profitability (%) | 45.8781 | 42.446 | 49.2857 | 45.8781 | 42.446 | 49.2857 |
Ratio Avg Win / Avg Loss | 2.0833 | 2.4046 | 1.809 | 1.3151 | 1.4423 | 1.2002 |
Largest Winning Trade | 93922 | 93922 | 53303 | 5374697 | 5374697 | 3464146 |
Largest Losing Trade | -38053 | -17147 | -38053 | -3636104 | -3636104 | -2803373 |
Avg Bars in Trades | 77 | 80 | 74 | 77 | 80 | 74 |
Avg Bars in Winners | 106 | 110 | 103 | 106 | 110 | 103 |
Avg Bars in Losers | 51 | 57 | 45 | 51 | 57 | 45 |
Bars Traded | 21508 | 11133 | 10375 | 21508 | 11133 | 10375 |
Profit Streak | 30.8827 | 36.3827 | 30.8827 | 30.8827 | 36.3827 | 30.8827 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503810 | 305890 | 395380 | -84919 | -145127 | -29064 |
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{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 75, "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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