Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465360.3407 | 473569.6105 | -8209.2698 | -51948.9461 | 297641.572 | -349590.5181 |
Total P&L (%) | 465.3603 | 473.5696 | -8.2093 | -51.9489 | 297.6416 | -349.5905 |
Avg Daily Profit (%) | 0.2354 | 0.2396 | -0.0042 | -0.0371 | 0.0699 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164169 | -160005 | -104226 | -779481 | -552730 | -575255 |
Profit Factor | 1.6259 | 2.0859 | 0.9733 | 0.9716 | 1.3024 | 0.5868 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.875 | 43.75 | 50 | 46.875 | 43.75 | 50 |
Ratio Avg Win / Avg Loss | 1.8427 | 2.6819 | 0.9733 | 1.1012 | 1.6745 | 0.5868 |
Largest Winning Trade | 227995 | 227995 | 55249 | 431372 | 431372 | 170178 |
Largest Losing Trade | -62222 | -62222 | -57168 | -297543 | -297543 | -270859 |
Avg Bars in Trades | 120 | 143 | 97 | 120 | 143 | 97 |
Avg Bars in Winners | 140 | 151 | 130 | 140 | 151 | 130 |
Avg Bars in Losers | 102 | 136 | 64 | 102 | 136 | 64 |
Bars Traded | 7694 | 4583 | 3111 | 7694 | 4583 | 3111 |
Profit Streak | 0 | 0 | 652.4315 | 0 | 0 | 652.4315 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133713 | 340644 | -579852 | -723826 | -100919 | -579852 |
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{ "first_band": { "type": "wma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 112, "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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