Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729108.0024 | 449630.7272 | 279477.2753 | 8456728.6872 | 7337496.8481 | 1119231.839 |
Total P&L (%) | 729.108 | 449.6307 | 279.4773 | 8456.7287 | 7337.4968 | 1119.2318 |
Avg Daily Profit (%) | 0.4324 | 0.2666 | 0.1657 | 0.2642 | 0.2559 | 0.1484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73493 | -74716 | -58502 | -10212731 | -2449175 | -7930301 |
Profit Factor | 2.437 | 2.6553 | 2.1854 | 1.3768 | 1.7908 | 1.085 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 32.1429 | 25 | 39.2857 | 32.1429 | 25 | 39.2857 |
Ratio Avg Win / Avg Loss | 5.1447 | 7.966 | 3.3774 | 2.9066 | 5.3723 | 1.6769 |
Largest Winning Trade | 232841 | 232841 | 52107 | 3405467 | 3405467 | 2285150 |
Largest Losing Trade | -15046 | -15046 | -14532 | -1484844 | -1484844 | -1454997 |
Avg Bars in Trades | 119 | 102 | 135 | 119 | 102 | 135 |
Avg Bars in Winners | 255 | 251 | 258 | 255 | 251 | 258 |
Avg Bars in Losers | 54 | 52 | 56 | 54 | 52 | 56 |
Bars Traded | 20012 | 8604 | 11407 | 20012 | 8604 | 11407 |
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 | 309701 | -16888 | 251645 | 150710 | -18232 | -124896 |
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{ "first_band": { "type": "ema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 29, "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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