Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81522.2403 | 51098.8708 | 30423.3695 | 87507.2088 | 53405.7366 | 34101.4722 |
Total P&L (%) | 81.5222 | 51.0989 | 30.4234 | 87.5072 | 53.4057 | 34.1015 |
Avg Daily Profit (%) | 0.313 | 0.1962 | 0.1168 | 0.2417 | 0.1645 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59436 | -26140 | -39432 | -49451 | -21747 | -35809 |
Profit Factor | 1.3484 | 1.4321 | 1.2628 | 1.3643 | 1.4402 | 1.2869 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 70.4663 | 72.1649 | 68.75 | 70.4663 | 72.1649 | 68.75 |
Ratio Avg Win / Avg Loss | 0.5651 | 0.5524 | 0.574 | 0.5718 | 0.5555 | 0.585 |
Largest Winning Trade | 12806 | 12806 | 7590 | 14382 | 14382 | 7271 |
Largest Losing Trade | -25677 | -15179 | -25677 | -25742 | -10044 | -25742 |
Avg Bars in Trades | 127 | 123 | 131 | 127 | 123 | 131 |
Avg Bars in Winners | 75 | 75 | 74 | 75 | 75 | 74 |
Avg Bars in Losers | 251 | 246 | 256 | 251 | 246 | 256 |
Bars Traded | 24555 | 11953 | 12602 | 24555 | 11953 | 12602 |
Profit Streak | 0 | 0 | 6.8968 | 0 | 0 | 6.8968 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344448 | 252485 | -40224 | 326009 | 250020 | -45198 |
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{ "first_band": { "type": "ema", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 230, "offset": 35 } } }
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# | 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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