Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469364.7211 | 1362682.9324 | 106681.7887 | 10355068.5504 | 8220438.0525 | 2134630.4979 |
Total P&L (%) | 1469.3647 | 1362.6829 | 106.6818 | 10355.0686 | 8220.4381 | 2134.6305 |
Avg Daily Profit (%) | 0.8109 | 0.752 | 0.0589 | 0.2569 | 0.2443 | 0.1716 |
Buy And Hold Return (%) | 457.4151 | 457.4151 | 457.4151 | 457.4151 | 457.4151 | 457.4151 |
Max Trade Drawdown | -89839 | -62360 | -64335 | -8225763 | -5305564 | -5869378 |
Profit Factor | 3.4306 | 5.6448 | 1.3429 | 1.3823 | 1.6245 | 1.1533 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 31.1111 | 28.3582 | 33.8235 | 31.1111 | 28.3582 | 33.8235 |
Ratio Avg Win / Avg Loss | 7.5963 | 14.2606 | 2.6273 | 3.0607 | 4.104 | 2.2564 |
Largest Winning Trade | 812575 | 812575 | 75194 | 5800567 | 5800567 | 5384744 |
Largest Losing Trade | -22529 | -19763 | -22529 | -2315168 | -1651161 | -2315168 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 57 | 54 | 59 | 57 | 54 | 59 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3541 | 1619 | 1922 | 3541 | 1619 | 1922 |
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 | 363733 | -113800 | -394098 | 126422 | -120202 | -160106 |
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{ "first_band": { "type": "ema", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 61, "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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