Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603222.7447 | 435212.8487 | 168009.8961 | 347610.6499 | 515822.4796 | -168211.8297 |
Total P&L (%) | 603.2227 | 435.2128 | 168.0099 | 347.6107 | 515.8225 | -168.2118 |
Avg Daily Profit (%) | 0.3172 | 0.2288 | 0.0883 | 0.0788 | 0.0956 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134472 | -108687 | -112598 | -2427511 | -1280003 | -2250641 |
Profit Factor | 2.1573 | 2.5836 | 1.6818 | 1.062 | 1.2317 | 0.9502 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 47.6923 | 48.4848 | 46.875 | 47.6923 | 48.4848 | 46.875 |
Ratio Avg Win / Avg Loss | 2.3661 | 2.7451 | 1.9061 | 1.1648 | 1.3087 | 1.0769 |
Largest Winning Trade | 203701 | 203701 | 52184 | 1159094 | 1159094 | 827560 |
Largest Losing Trade | -84094 | -41160 | -84094 | -1494722 | -648802 | -1494722 |
Avg Bars in Trades | 113 | 101 | 125 | 113 | 101 | 125 |
Avg Bars in Winners | 166 | 142 | 191 | 166 | 142 | 191 |
Avg Bars in Losers | 64 | 63 | 66 | 64 | 63 | 66 |
Bars Traded | 7356 | 3350 | 4006 | 7356 | 3350 | 4006 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123754 | 438474 | -73090 | -376887 | -65846 | -580358 |
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{ "first_band": { "type": "ema", "factors": { "length": 8, "offset": 136 } }, "second_band": { "type": "wma", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 8, "offset": 136 } }, "second_band": { "type": "wma", "factors": { "length": 93, "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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