Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2405086.521 | 2230264.1869 | 174822.334 | 7761622.2493 | 2542917.7361 | 5218704.5132 |
Total P&L (%) | 2405.0865 | 2230.2642 | 174.8223 | 7761.6222 | 2542.9177 | 5218.7045 |
Avg Daily Profit (%) | 1.0422 | 0.9664 | 0.0758 | 0.1893 | 0.142 | 0.1723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128950 | -80940 | -113387 | -2629019 | -3116150 | -1053404 |
Profit Factor | 4.6762 | 7.0259 | 1.6153 | 1.5926 | 1.2796 | 2.304 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 41.1765 | 39.5349 | 42.8571 | 41.1765 | 39.5349 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.6803 | 10.7455 | 2.1538 | 2.2751 | 1.957 | 3.072 |
Largest Winning Trade | 1827349 | 1827349 | 80340 | 2476213 | 2339935 | 2476213 |
Largest Losing Trade | -58784 | -32231 | -58784 | -1176388 | -1176388 | -523195 |
Avg Bars in Trades | 105 | 90 | 120 | 105 | 90 | 120 |
Avg Bars in Winners | 175 | 153 | 197 | 175 | 153 | 197 |
Avg Bars in Losers | 55 | 49 | 62 | 55 | 49 | 62 |
Bars Traded | 8929 | 3884 | 5045 | 8929 | 3884 | 5045 |
Profit Streak | 0 | 0 | 43.0692 | 0 | 0 | 43.0692 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638259 | 641513 | -90925 | 278106 | -6016 | 360218 |
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{ "first_band": { "type": "ema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 56, "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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