Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1769439.3182 | 1570916.7373 | 198522.5809 | 4027609.38 | -3334293.4969 | 7361902.8769 |
Total P&L (%) | 1769.4393 | 1570.9167 | 198.5226 | 4027.6094 | -3334.2935 | 7361.9029 |
Avg Daily Profit (%) | 0.7512 | 0.667 | 0.0843 | 0.1581 | 0 | 0.1833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89523 | -70857 | -100519 | -7317094 | -7815314 | -2236837 |
Profit Factor | 4.1427 | 5.8144 | 1.8386 | 1.224 | 0.7181 | 2.1965 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 29 | 9 | 20 | 29 | 9 | 20 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 31.8681 | 19.5652 | 44.4444 | 31.8681 | 19.5652 | 44.4444 |
Ratio Avg Win / Avg Loss | 8.8569 | 23.9037 | 2.2982 | 2.6168 | 2.9524 | 2.7456 |
Largest Winning Trade | 1475954 | 1475954 | 65610 | 4024315 | 2561348 | 4024315 |
Largest Losing Trade | -35102 | -24396 | -35102 | -2667783 | -2667783 | -1423249 |
Avg Bars in Trades | 75 | 61 | 90 | 75 | 61 | 90 |
Avg Bars in Winners | 172 | 176 | 171 | 172 | 176 | 171 |
Avg Bars in Losers | 30 | 33 | 25 | 30 | 33 | 25 |
Bars Traded | 6880 | 2816 | 4064 | 6880 | 2816 | 4064 |
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 | 471855 | -33551 | -79029 | 57646 | -631972 | 359266 |
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{ "first_band": { "type": "wma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 12, "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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