Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969089.5268 | 815000.468 | 154089.0588 | 19544447.0881 | 21285484.6023 | -1741037.5142 |
Total P&L (%) | 969.0895 | 815.0005 | 154.0891 | 19544.4471 | 21285.4846 | -1741.0375 |
Avg Daily Profit (%) | 0.3876 | 0.3259 | 0.0616 | 0.2114 | 0.2148 | 0 |
Buy And Hold Return (%) | 744.5097 | 744.5097 | 744.5097 | 744.5097 | 744.5097 | 744.5097 |
Max Trade Drawdown | -78969 | -53503 | -67030 | -5683097 | -2196194 | -5367890 |
Profit Factor | 3.9425 | 6.5034 | 1.8501 | 2.2395 | 3.9999 | 0.7992 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 58.6207 | 62.069 | 55.1724 | 58.6207 | 62.069 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.7829 | 3.9743 | 1.5032 | 1.5808 | 2.4444 | 0.6494 |
Largest Winning Trade | 342193 | 342193 | 48518 | 12094556 | 12094556 | 1338753 |
Largest Losing Trade | -67030 | -35561 | -67030 | -5367890 | -2147974 | -5367890 |
Avg Bars in Trades | 79 | 82 | 75 | 79 | 82 | 75 |
Avg Bars in Winners | 85 | 82 | 88 | 85 | 82 | 88 |
Avg Bars in Losers | 70 | 84 | 59 | 70 | 84 | 59 |
Bars Traded | 4592 | 2405 | 2187 | 4592 | 2405 | 2187 |
Profit Streak | 166.4644 | 166.4644 | 178.9644 | 166.4644 | 166.4644 | 178.9644 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -232271 | -116202 | -271323 | -164602 | 637274 | -579192 |
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{ "first_band": { "type": "wma", "factors": { "length": 84, "offset": 16 } }, "second_band": { "type": "ema", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 84, "offset": 16 } }, "second_band": { "type": "ema", "factors": { "length": 119, "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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