Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033008.8864 | 913184.2253 | 119824.6611 | 6290224.5229 | 2277235.6914 | 4012988.8315 |
Total P&L (%) | 1033.0089 | 913.1842 | 119.8247 | 6290.2245 | 2277.2357 | 4012.9888 |
Avg Daily Profit (%) | 0.4366 | 0.386 | 0.0506 | 0.1759 | 0.134 | 0.1572 |
Buy And Hold Return (%) | 537.6046 | 537.6046 | 537.6046 | 537.6046 | 537.6046 | 537.6046 |
Max Trade Drawdown | -96444 | -66352 | -129968 | -2693419 | -3575574 | -1758691 |
Profit Factor | 2.8393 | 4.6058 | 1.3886 | 1.4722 | 1.2605 | 1.8763 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 55.4054 | 54.0541 | 56.7568 | 55.4054 | 54.0541 | 56.7568 |
Ratio Avg Win / Avg Loss | 2.2853 | 3.9149 | 1.0579 | 1.1849 | 1.0714 | 1.4296 |
Largest Winning Trade | 263268 | 263268 | 61002 | 3079777 | 3079777 | 2121674 |
Largest Losing Trade | -65486 | -43675 | -65486 | -2693419 | -2693419 | -837650 |
Avg Bars in Trades | 186 | 201 | 170 | 186 | 201 | 170 |
Avg Bars in Winners | 225 | 236 | 214 | 225 | 236 | 214 |
Avg Bars in Losers | 137 | 161 | 111 | 137 | 161 | 111 |
Bars Traded | 13764 | 7466 | 6298 | 13764 | 7466 | 6298 |
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 | -59731 | 315573 | -289552 | -58831 | -15350 | 396139 |
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{ "first_band": { "type": "wma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 168, "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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