Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402667.9834 | 559149.4496 | -156481.4662 | -91065.8011 | 150340.4307 | -241406.2318 |
Total P&L (%) | 402.668 | 559.1495 | -156.4815 | -91.0658 | 150.3404 | -241.4062 |
Avg Daily Profit (%) | 0.2179 | 0.3025 | -0.0847 | -0.1306 | 0.0497 | 0 |
Buy And Hold Return (%) | 175.0429 | 175.0429 | 175.0429 | 175.0429 | 175.0429 | 175.0429 |
Max Trade Drawdown | -268845 | -132299 | -238179 | -161181 | -33488 | -202844 |
Profit Factor | 1.4014 | 2.3851 | 0.739 | 0.775 | 2.7922 | 0.2474 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 44 | 48.6486 | 39.4737 | 44 | 48.6486 | 39.4737 |
Ratio Avg Win / Avg Loss | 1.7836 | 2.5177 | 1.1331 | 0.9863 | 2.9473 | 0.3794 |
Largest Winning Trade | 256176 | 256176 | 67090 | 117493 | 117493 | 18554 |
Largest Losing Trade | -75396 | -46158 | -75396 | -58717 | -12724 | -58717 |
Avg Bars in Trades | 71 | 76 | 65 | 71 | 76 | 65 |
Avg Bars in Winners | 93 | 85 | 102 | 93 | 85 | 102 |
Avg Bars in Losers | 53 | 68 | 41 | 53 | 68 | 41 |
Bars Traded | 5331 | 2846 | 2485 | 5331 | 2846 | 2485 |
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 | -58908 | 359964 | -583191 | -644388 | -287561 | -584858 |
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{ "first_band": { "type": "wma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 69, "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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