Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4800669.7525 | 4880887.2873 | -80217.5348 | 344356.5029 | 420872.7309 | -76516.228 |
Total P&L (%) | 4800.6698 | 4880.8873 | -80.2175 | 344.3565 | 420.8727 | -76.5162 |
Avg Daily Profit (%) | 2.8189 | 2.8661 | -0.0471 | 0.0876 | 0.097 | -0.085 |
Buy And Hold Return (%) | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 |
Max Trade Drawdown | -141288 | -50503 | -119637 | -639598 | -439750 | -433671 |
Profit Factor | 9.6885 | 19.4926 | 0.722 | 1.1721 | 1.4139 | 0.9222 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 37.931 | 37.931 | 37.931 | 37.931 | 37.931 | 37.931 |
Ratio Avg Win / Avg Loss | 15.8539 | 31.8969 | 1.1815 | 1.918 | 2.3136 | 1.5091 |
Largest Winning Trade | 4869219 | 4869219 | 65724 | 468062 | 468062 | 240922 |
Largest Losing Trade | -61735 | -61735 | -49376 | -210312 | -210312 | -167773 |
Avg Bars in Trades | 341 | 332 | 350 | 341 | 332 | 350 |
Avg Bars in Winners | 598 | 627 | 569 | 598 | 627 | 569 |
Avg Bars in Losers | 184 | 152 | 216 | 184 | 152 | 216 |
Bars Traded | 19809 | 9646 | 10163 | 19809 | 9646 | 10163 |
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 | -166307 | 493404 | -583859 | -456299 | -232168 | -582748 |
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{ "first_band": { "type": "ema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 193, "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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