Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1381312.2979 | 1333470.8487 | 47841.4492 | 2918520.7883 | 3680958.8952 | -762438.1068 |
Total P&L (%) | 1381.3123 | 1333.4708 | 47.8414 | 2918.5208 | 3680.9589 | -762.4381 |
Avg Daily Profit (%) | 0.7595 | 0.7331 | 0.0263 | 0.1875 | 0.1999 | 0 |
Buy And Hold Return (%) | 641.9062 | 641.9062 | 641.9062 | 641.9062 | 641.9062 | 641.9062 |
Max Trade Drawdown | -98725 | -60241 | -56528 | -7033301 | -4512174 | -3755249 |
Profit Factor | 3.5613 | 6.293 | 1.1665 | 1.1672 | 1.4507 | 0.9179 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 40.5405 | 37.8378 | 43.2432 | 40.5405 | 37.8378 | 43.2432 |
Ratio Avg Win / Avg Loss | 5.2233 | 10.3386 | 1.531 | 1.7119 | 2.3833 | 1.2048 |
Largest Winning Trade | 742399 | 742399 | 77519 | 5138328 | 5138328 | 1983877 |
Largest Losing Trade | -29734 | -22149 | -29734 | -1664259 | -1664259 | -1365226 |
Avg Bars in Trades | 144 | 133 | 155 | 144 | 133 | 155 |
Avg Bars in Winners | 241 | 218 | 261 | 241 | 218 | 261 |
Avg Bars in Losers | 78 | 82 | 75 | 78 | 82 | 75 |
Bars Traded | 10704 | 4953 | 5751 | 10704 | 4953 | 5751 |
Profit Streak | 33.1663 | 106.833 | 33.1663 | 33.1663 | 106.833 | 33.1663 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57778 | 395402 | -361877 | -100775 | 199546 | -581192 |
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{ "first_band": { "type": "ema", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 67, "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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