Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625185.1167 | 648826.746 | -23641.6293 | 156700.5516 | 382190.559 | -225490.0075 |
Total P&L (%) | 625.1851 | 648.8267 | -23.6416 | 156.7006 | 382.1906 | -225.49 |
Avg Daily Profit (%) | 0.3396 | 0.3524 | -0.0128 | 0.0512 | 0.0855 | 0 |
Buy And Hold Return (%) | 173.6582 | 173.6582 | 173.6582 | 173.6582 | 173.6582 | 173.6582 |
Max Trade Drawdown | -114241 | -92353 | -68323 | -508943 | -339173 | -322123 |
Profit Factor | 2.0908 | 3.662 | 0.9282 | 1.0729 | 1.4061 | 0.8134 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 35.6164 | 37.8378 | 33.3333 | 35.6164 | 37.8378 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.7795 | 6.0161 | 1.8565 | 1.9395 | 2.31 | 1.6269 |
Largest Winning Trade | 577822 | 577822 | 50131 | 491058 | 491058 | 184897 |
Largest Losing Trade | -33437 | -26037 | -33437 | -172521 | -172521 | -158494 |
Avg Bars in Trades | 143 | 136 | 150 | 143 | 136 | 150 |
Avg Bars in Winners | 288 | 259 | 321 | 288 | 259 | 321 |
Avg Bars in Losers | 63 | 62 | 65 | 63 | 62 | 65 |
Bars Traded | 10491 | 5068 | 5423 | 10491 | 5068 | 5423 |
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 | -71242 | 323031 | -584483 | -511398 | -87262 | -584483 |
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{ "first_band": { "type": "wma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 70, "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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