Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1354592.9819 | 1325187.071 | 29405.9109 | 1909087.789 | 4339028.9561 | -2429941.1671 |
Total P&L (%) | 1354.593 | 1325.1871 | 29.4059 | 1909.0878 | 4339.029 | -2429.9412 |
Avg Daily Profit (%) | 0.742 | 0.7259 | 0.0161 | 0.1645 | 0.208 | 0 |
Buy And Hold Return (%) | 699.4557 | 699.4557 | 699.4557 | 699.4557 | 699.4557 | 699.4557 |
Max Trade Drawdown | -158196 | -86798 | -81123 | -10354191 | -5195851 | -5323829 |
Profit Factor | 3.1889 | 5.763 | 1.0863 | 1.087 | 1.4853 | 0.813 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 38.0952 | 38.0952 | 38.0952 | 38.0952 | 38.0952 | 38.0952 |
Ratio Avg Win / Avg Loss | 5.182 | 9.3649 | 1.7653 | 1.7664 | 2.4136 | 1.3211 |
Largest Winning Trade | 744597 | 744597 | 75686 | 6137000 | 6137000 | 2682142 |
Largest Losing Trade | -32761 | -27447 | -32761 | -2662534 | -1842997 | -2662534 |
Avg Bars in Trades | 127 | 119 | 135 | 127 | 119 | 135 |
Avg Bars in Winners | 214 | 191 | 236 | 214 | 191 | 236 |
Avg Bars in Losers | 74 | 74 | 73 | 74 | 74 | 73 |
Bars Traded | 10716 | 5013 | 5703 | 10716 | 5013 | 5703 |
Profit Streak | 18.6129 | 0 | 39.7796 | 18.6129 | 0 | 39.7796 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273952 | 313520 | -465601 | -123143 | 191374 | -583150 |
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{ "first_band": { "type": "ema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 70, "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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