Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382227.2195 | 297911.9033 | 84315.3163 | 1140784.9277 | 975068.3803 | 165716.5474 |
Total P&L (%) | 382.2272 | 297.9119 | 84.3153 | 1140.7849 | 975.0684 | 165.7165 |
Avg Daily Profit (%) | 0.3669 | 0.286 | 0.0809 | 0.2421 | 0.2283 | 0.0939 |
Buy And Hold Return (%) | 136.413 | 136.413 | 136.413 | 136.413 | 136.413 | 136.413 |
Max Trade Drawdown | -58189 | -49544 | -39196 | -712382 | -609937 | -444595 |
Profit Factor | 2.3403 | 3.2915 | 1.5434 | 1.3995 | 1.7407 | 1.1077 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 46.988 | 45.2381 | 48.7805 | 46.988 | 45.2381 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.6404 | 3.9845 | 1.6206 | 1.5789 | 2.1072 | 1.1631 |
Largest Winning Trade | 106567 | 106567 | 41632 | 624331 | 624331 | 351899 |
Largest Losing Trade | -21731 | -21731 | -18430 | -328816 | -328816 | -262616 |
Avg Bars in Trades | 297 | 282 | 313 | 297 | 282 | 313 |
Avg Bars in Winners | 435 | 432 | 439 | 435 | 432 | 439 |
Avg Bars in Losers | 174 | 157 | 193 | 174 | 157 | 193 |
Bars Traded | 24683 | 11846 | 12837 | 24683 | 11846 | 12837 |
Profit Streak | 23.9525 | 29.8692 | 0 | 23.9525 | 29.8692 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299293 | 277825 | -248417 | 298662 | 371182 | -269122 |
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{ "first_band": { "type": "ema", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 170, "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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