Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296269.1012 | 42865.243 | 253403.8582 | 375854.5256 | 12318.1448 | 363536.3809 |
Total P&L (%) | 296.2691 | 42.8652 | 253.4039 | 375.8545 | 12.3181 | 363.5364 |
Avg Daily Profit (%) | 0.1953 | 0.0283 | 0.167 | 0.1029 | 0.0077 | 0.1012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77095 | -66325 | -40246 | -375102 | -305288 | -176934 |
Profit Factor | 1.7532 | 1.1884 | 2.5281 | 1.3098 | 1.0186 | 1.6586 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 36 | 12 | 24 | 36 | 12 | 24 |
Losing Trades | 39 | 26 | 13 | 39 | 26 | 13 |
Profitability (%) | 48 | 31.5789 | 64.8649 | 48 | 31.5789 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.8993 | 2.5749 | 1.3694 | 1.419 | 2.207 | 0.8984 |
Largest Winning Trade | 77797 | 77797 | 72800 | 198434 | 198434 | 179830 |
Largest Losing Trade | -27561 | -24965 | -27561 | -143831 | -122435 | -143831 |
Avg Bars in Trades | 239 | 182 | 298 | 239 | 182 | 298 |
Avg Bars in Winners | 368 | 324 | 390 | 368 | 324 | 390 |
Avg Bars in Losers | 121 | 117 | 129 | 121 | 117 | 129 |
Bars Traded | 17999 | 6937 | 11062 | 17999 | 6937 | 11062 |
Profit Streak | 34.6315 | 34.6315 | 43.9649 | 34.6315 | 34.6315 | 43.9649 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50157 | -175889 | 487221 | -116546 | -481785 | -55085 |
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{ "first_band": { "type": "ema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 126, "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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