Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573465.8921 | 523926.6074 | 49539.2848 | 18068.9807 | 1096260.6596 | -1078191.6788 |
Total P&L (%) | 573.4659 | 523.9266 | 49.5393 | 18.069 | 1096.2607 | -1078.1917 |
Avg Daily Profit (%) | 0.2902 | 0.2651 | 0.0251 | 0.0084 | 0.1257 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200247 | -178515 | -162510 | -994552 | -561009 | -1258090 |
Profit Factor | 1.7017 | 2.1722 | 1.1338 | 1.0062 | 2.0449 | 0.4268 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 54.321 | 51.2195 | 57.5 | 54.321 | 51.2195 | 57.5 |
Ratio Avg Win / Avg Loss | 1.431 | 2.0688 | 0.838 | 0.8461 | 1.9476 | 0.3155 |
Largest Winning Trade | 238936 | 238936 | 57734 | 503850 | 503850 | 228654 |
Largest Losing Trade | -69629 | -69629 | -69468 | -622242 | -304194 | -622242 |
Avg Bars in Trades | 142 | 167 | 117 | 142 | 167 | 117 |
Avg Bars in Winners | 159 | 173 | 147 | 159 | 173 | 147 |
Avg Bars in Losers | 122 | 161 | 77 | 122 | 161 | 77 |
Bars Traded | 11577 | 6873 | 4704 | 11577 | 6873 | 4704 |
Profit Streak | 0 | 0 | 652.9367 | 0 | 0 | 652.9367 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4795 | 465153 | -233809 | -420902 | -20742 | -578820 |
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{ "first_band": { "type": "wma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "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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