Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217771.6268 | 260460.3357 | -42688.7089 | -40799.756 | 139267.785 | -180067.5411 |
Total P&L (%) | 217.7716 | 260.4603 | -42.6887 | -40.7998 | 139.2678 | -180.0675 |
Avg Daily Profit (%) | 0.1542 | 0.1844 | -0.0302 | -0.0371 | 0.0618 | 0 |
Buy And Hold Return (%) | 80.8863 | 80.8863 | 80.8863 | 80.8863 | 80.8863 | 80.8863 |
Max Trade Drawdown | -133143 | -75900 | -133303 | -293997 | -150072 | -237927 |
Profit Factor | 1.3075 | 1.808 | 0.8894 | 0.9509 | 1.3919 | 0.6211 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 54.2553 | 51.0638 | 57.4468 | 54.2553 | 51.0638 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.1024 | 1.7326 | 0.6588 | 0.8017 | 1.3339 | 0.4601 |
Largest Winning Trade | 97528 | 97528 | 49268 | 98712 | 98712 | 31958 |
Largest Losing Trade | -58352 | -49088 | -58352 | -108308 | -85300 | -108308 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 28 | 29 | 28 | 28 | 29 | 28 |
Avg Bars in Losers | 29 | 26 | 33 | 29 | 26 | 33 |
Bars Traded | 2744 | 1320 | 1424 | 2744 | 1320 | 1424 |
Profit Streak | 0 | 0 | 527.6268 | 0 | 0 | 527.6268 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 181954 | 305953 | -578396 | -579697 | -118030 | -578396 |
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{ "first_band": { "type": "ema", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 35, "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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