Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554380.3253 | 538152.8742 | 16227.4511 | -2409843.9528 | 4221927.1301 | -6631771.0829 |
Total P&L (%) | 554.3803 | 538.1529 | 16.2275 | -2409.844 | 4221.9271 | -6631.7711 |
Avg Daily Profit (%) | 0.2218 | 0.2153 | 0.0065 | 0 | 0.1508 | 0 |
Buy And Hold Return (%) | 720.0114 | 720.0114 | 720.0114 | 720.0114 | 720.0114 | 720.0114 |
Max Trade Drawdown | -164562 | -65756 | -145760 | -7223315 | -601592 | -6982244 |
Profit Factor | 2.2721 | 4.3222 | 1.0593 | 0.7567 | 3.6995 | 0.2049 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 66.6667 | 64.7059 | 68.5714 | 66.6667 | 64.7059 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.1361 | 2.3575 | 0.4855 | 0.3783 | 2.0179 | 0.0939 |
Largest Winning Trade | 117645 | 117645 | 56125 | 2461799 | 2461799 | 407686 |
Largest Losing Trade | -139024 | -50146 | -139024 | -6830944 | -601592 | -6830944 |
Avg Bars in Trades | 211 | 228 | 194 | 211 | 228 | 194 |
Avg Bars in Winners | 191 | 191 | 192 | 195 | 202 | 189 |
Avg Bars in Losers | 249 | 296 | 198 | 242 | 275 | 205 |
Bars Traded | 14564 | 7755 | 6809 | 14564 | 7755 | 6809 |
Profit Streak | 89.5766 | 124.41 | 89.5766 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -257218 | -147856 | -503971 | -684617 | 561245 | -578380 |
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{ "first_band": { "type": "wma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 156, "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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