Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114808.1528 | 282387.4955 | -167579.3426 | 22845693.8582 | 6954022.2883 | 15891671.57 |
Total P&L (%) | 114.8082 | 282.3875 | -167.5793 | 22845.6939 | 6954.0223 | 15891.6716 |
Avg Daily Profit (%) | 0.0531 | 0.1306 | -0.0775 | 0.2518 | 0.1971 | 0.2351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -516601 | -62576 | -522110 | -10600128 | -6832430 | -5898477 |
Profit Factor | 1.1151 | 1.9724 | 0.763 | 1.7588 | 1.3929 | 2.2806 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 58.8235 | 50.9804 | 66.6667 | 58.8235 | 50.9804 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7806 | 1.8965 | 0.3815 | 1.2312 | 1.3394 | 1.1403 |
Largest Winning Trade | 73000 | 73000 | 50269 | 5007682 | 5007682 | 2937044 |
Largest Losing Trade | -402828 | -50981 | -402828 | -4098852 | -4098852 | -4043249 |
Avg Bars in Trades | 123 | 141 | 106 | 123 | 141 | 106 |
Avg Bars in Winners | 112 | 137 | 93 | 110 | 132 | 94 |
Avg Bars in Losers | 140 | 146 | 133 | 142 | 150 | 131 |
Bars Traded | 12647 | 7216 | 5431 | 12647 | 7216 | 5431 |
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 | -216141 | -194795 | -758672 | 436297 | -171263 | -166326 |
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{ "first_band": { "type": "wma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 102, "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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