Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476869.999 | 506005.4107 | -29135.4117 | -14774.7754 | 663452.7046 | -678227.48 |
Total P&L (%) | 476.87 | 506.0054 | -29.1354 | -14.7748 | 663.4527 | -678.2275 |
Avg Daily Profit (%) | 0.19 | 0.2016 | -0.0116 | -0.0064 | 0.081 | 0 |
Buy And Hold Return (%) | 213.6613 | 213.6613 | 213.6613 | 213.6613 | 213.6613 | 213.6613 |
Max Trade Drawdown | -182835 | -102087 | -167450 | -732474 | -47449 | -801041 |
Profit Factor | 1.7671 | 2.8278 | 0.9155 | 0.9868 | 4.8291 | 0.2859 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 45.7831 | 46.3415 | 45.2381 | 45.7831 | 46.3415 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.0927 | 3.2743 | 1.1082 | 1.1686 | 5.5915 | 0.3461 |
Largest Winning Trade | 321619 | 321619 | 37686 | 386470 | 386470 | 74147 |
Largest Losing Trade | -88032 | -33740 | -88032 | -658299 | -35385 | -658299 |
Avg Bars in Trades | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Winners | 81 | 78 | 84 | 81 | 78 | 84 |
Avg Bars in Losers | 39 | 37 | 40 | 39 | 37 | 40 |
Bars Traded | 4856 | 2332 | 2524 | 4856 | 2332 | 2524 |
Profit Streak | 169.3939 | 184.8939 | 169.3939 | 169.3939 | 184.8939 | 169.3939 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 144302 | 309603 | -579952 | -580646 | -80152 | -581618 |
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{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "ema", "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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