Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1290360.085 | 1166036.9963 | 124323.0887 | 5085020.8315 | 4430744.9655 | 654275.866 |
Total P&L (%) | 1290.3601 | 1166.037 | 124.3231 | 5085.0208 | 4430.745 | 654.2759 |
Avg Daily Profit (%) | 0.6196 | 0.5599 | 0.0597 | 0.1898 | 0.1833 | 0.0971 |
Buy And Hold Return (%) | 84.0077 | 84.0077 | 84.0077 | 84.0077 | 84.0077 | 84.0077 |
Max Trade Drawdown | -147110 | -116114 | -120412 | -23068519 | -19125044 | -7336162 |
Profit Factor | 2.46 | 3.6318 | 1.2821 | 1.0866 | 1.1339 | 1.0255 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 35.5072 | 28.9855 | 42.029 | 35.5072 | 28.9855 | 42.029 |
Ratio Avg Win / Avg Loss | 4.4681 | 8.8978 | 1.7684 | 1.9736 | 2.7781 | 1.4145 |
Largest Winning Trade | 512886 | 512886 | 82656 | 16296768 | 16296768 | 4201744 |
Largest Losing Trade | -38152 | -38152 | -31688 | -4983527 | -4983527 | -3617619 |
Avg Bars in Trades | 177 | 157 | 197 | 177 | 157 | 197 |
Avg Bars in Winners | 353 | 336 | 366 | 353 | 336 | 366 |
Avg Bars in Losers | 80 | 84 | 75 | 80 | 84 | 75 |
Bars Traded | 24475 | 10848 | 13627 | 24475 | 10848 | 13627 |
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 | 397492 | -96301 | -233655 | -121468 | -178402 | -360464 |
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{ "first_band": { "type": "ema", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 66, "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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