Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817571.9449 | 589685.0224 | 227886.9224 | 2607928.3945 | 558656.4713 | 2049271.9232 |
Total P&L (%) | 817.5719 | 589.685 | 227.8869 | 2607.9284 | 558.6565 | 2049.2719 |
Avg Daily Profit (%) | 0.4663 | 0.3363 | 0.13 | 0.1883 | 0.1076 | 0.1751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86598 | -101624 | -38960 | -2266725 | -1469979 | -1450692 |
Profit Factor | 1.9896 | 2.3143 | 1.6036 | 1.2852 | 1.1181 | 1.4643 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 70 | 26 | 44 | 70 | 26 | 44 |
Losing Trades | 141 | 80 | 61 | 141 | 80 | 61 |
Profitability (%) | 33.1754 | 24.5283 | 41.9048 | 33.1754 | 24.5283 | 41.9048 |
Ratio Avg Win / Avg Loss | 4.0076 | 7.121 | 2.2232 | 2.5888 | 3.4404 | 2.0301 |
Largest Winning Trade | 424768 | 424768 | 52707 | 1011672 | 1011672 | 945001 |
Largest Losing Trade | -17855 | -17855 | -17506 | -360690 | -287348 | -360690 |
Avg Bars in Trades | 32 | 27 | 38 | 32 | 27 | 38 |
Avg Bars in Winners | 71 | 70 | 71 | 71 | 70 | 71 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 6924 | 2871 | 4054 | 6924 | 2871 | 4054 |
Profit Streak | 0 | 0 | 17.9929 | 0 | 0 | 17.9929 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311603 | -18278 | -19322 | 129754 | -170335 | 257993 |
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{ "first_band": { "type": "ema", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 7, "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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