Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610241.1491 | 643291.3407 | -33050.1917 | 110455.0114 | 326966.6271 | -216511.6157 |
Total P&L (%) | 610.2411 | 643.2913 | -33.0502 | 110.455 | 326.9666 | -216.5116 |
Avg Daily Profit (%) | 0.3311 | 0.349 | -0.0179 | 0.0404 | 0.0788 | 0 |
Buy And Hold Return (%) | 171.3595 | 171.3595 | 171.3595 | 171.3595 | 171.3595 | 171.3595 |
Max Trade Drawdown | -118654 | -94363 | -77592 | -525580 | -346672 | -294692 |
Profit Factor | 2.0322 | 3.5269 | 0.9018 | 1.0511 | 1.3349 | 0.8175 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 34.6667 | 36.8421 | 32.4324 | 34.6667 | 36.8421 | 32.4324 |
Ratio Avg Win / Avg Loss | 3.8299 | 6.0462 | 1.8788 | 1.9809 | 2.2884 | 1.7032 |
Largest Winning Trade | 581169 | 581169 | 48448 | 495764 | 495764 | 175302 |
Largest Losing Trade | -33648 | -25694 | -33648 | -172733 | -172733 | -142529 |
Avg Bars in Trades | 93 | 88 | 97 | 93 | 88 | 97 |
Avg Bars in Winners | 192 | 172 | 215 | 192 | 172 | 215 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 6995 | 3374 | 3621 | 6995 | 3374 | 3621 |
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 | -56832 | 305320 | -584826 | -535229 | -98963 | -584826 |
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{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 53, "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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