Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131677.3258 | -22460.3965 | 154137.7223 | -1777.1512 | -79352.0339 | 77574.8827 |
Total P&L (%) | 131.6773 | -22.4604 | 154.1377 | -1.7772 | -79.352 | 77.5749 |
Avg Daily Profit (%) | 0.1281 | -0.0218 | 0.1499 | -0.0017 | -0.1533 | 0.0559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111335 | -124463 | -51714 | -144564 | -135585 | -53573 |
Profit Factor | 1.4442 | 0.9014 | 3.2445 | 0.9933 | 0.6011 | 2.196 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 12 | 8 | 4 | 12 | 8 | 4 |
Profitability (%) | 86.0465 | 81.3953 | 90.6977 | 86.0465 | 81.3953 | 90.6977 |
Ratio Avg Win / Avg Loss | 0.2342 | 0.206 | 0.3328 | 0.1611 | 0.1374 | 0.2252 |
Largest Winning Trade | 19646 | 19646 | 17359 | 14957 | 14957 | 13681 |
Largest Losing Trade | -69997 | -69997 | -37979 | -52190 | -52190 | -36896 |
Avg Bars in Trades | 44 | 64 | 23 | 44 | 64 | 23 |
Avg Bars in Winners | 13 | 14 | 11 | 13 | 14 | 11 |
Avg Bars in Losers | 236 | 282 | 145 | 236 | 282 | 145 |
Bars Traded | 3811 | 2782 | 1029 | 3811 | 2782 | 1029 |
Profit Streak | 78.5665 | 78.5665 | 283.3165 | 78.5665 | 78.5665 | 283.3165 |
Trades During Streak | 21 | 10 | 17 | 21 | 10 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15965 | -575059 | 624993 | -573981 | -575059 | -110053 |
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{ "first_band": { "type": "fwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 201, "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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