Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579302.7904 | 343845.1511 | 235457.6393 | 1151225.9808 | 213782.2445 | 937443.7363 |
Total P&L (%) | 579.3028 | 343.8452 | 235.4576 | 1151.226 | 213.7822 | 937.4437 |
Avg Daily Profit (%) | 0.3196 | 0.1897 | 0.1299 | 0.1395 | 0.0631 | 0.1291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106874 | -66947 | -63626 | -1074596 | -571015 | -837493 |
Profit Factor | 2.156 | 2.1048 | 2.24 | 1.2986 | 1.0948 | 1.5857 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 46 | 15 | 31 | 46 | 15 | 31 |
Losing Trades | 47 | 32 | 15 | 47 | 32 | 15 |
Profitability (%) | 49.4624 | 31.9149 | 67.3913 | 49.4624 | 31.9149 | 67.3913 |
Ratio Avg Win / Avg Loss | 2.2029 | 4.4903 | 1.0839 | 1.3269 | 2.3356 | 0.7673 |
Largest Winning Trade | 273153 | 273153 | 71450 | 477381 | 477381 | 387986 |
Largest Losing Trade | -57446 | -22095 | -57446 | -811942 | -272722 | -811942 |
Avg Bars in Trades | 229 | 192 | 268 | 229 | 192 | 268 |
Avg Bars in Winners | 335 | 342 | 332 | 335 | 342 | 332 |
Avg Bars in Losers | 126 | 122 | 135 | 126 | 122 | 135 |
Bars Traded | 21379 | 9049 | 12330 | 21379 | 9049 | 12330 |
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 | 475199 | 165003 | -14139 | -6297 | -230734 | -17721 |
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{ "first_band": { "type": "sma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 212, "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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