Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1896214.1648 | 1763560.8937 | 132653.2711 | 9854237.9337 | -4746638.6598 | 14600876.5935 |
Total P&L (%) | 1896.2142 | 1763.5609 | 132.6533 | 9854.2379 | -4746.6387 | 14600.8766 |
Avg Daily Profit (%) | 1.0611 | 0.9869 | 0.0742 | 0.2578 | 0 | 0.2797 |
Buy And Hold Return (%) | 238.0029 | 238.0029 | 238.0029 | 238.0029 | 238.0029 | 238.0029 |
Max Trade Drawdown | -91506 | -75776 | -112739 | -18948602 | -18741685 | -7862071 |
Profit Factor | 4.5065 | 7.4917 | 1.4929 | 1.1886 | 0.8444 | 1.6709 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 34.4444 | 26.6667 | 42.2222 | 34.4444 | 26.6667 | 42.2222 |
Ratio Avg Win / Avg Loss | 8.577 | 20.6022 | 2.043 | 2.2621 | 2.322 | 2.2865 |
Largest Winning Trade | 1370002 | 1370002 | 69576 | 8706851 | 8706851 | 6562103 |
Largest Losing Trade | -32863 | -18762 | -32863 | -4274842 | -3822863 | -4274842 |
Avg Bars in Trades | 57 | 46 | 69 | 57 | 46 | 69 |
Avg Bars in Winners | 129 | 124 | 133 | 129 | 124 | 133 |
Avg Bars in Losers | 19 | 18 | 22 | 19 | 18 | 22 |
Bars Traded | 5191 | 2086 | 3105 | 5191 | 2086 | 3105 |
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 | 540594 | -546 | -260192 | -9278 | -600403 | 321297 |
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{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 10, "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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