Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159749.4311 | -12309.843 | 172059.2741 | 27582.8782 | -69381.871 | 96964.7492 |
Total P&L (%) | 159.7494 | -12.3098 | 172.0593 | 27.5829 | -69.3819 | 96.9647 |
Avg Daily Profit (%) | 0.1528 | -0.0118 | 0.1645 | 0.0233 | -0.1131 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111335 | -124463 | -51714 | -144564 | -135585 | -53573 |
Profit Factor | 1.5389 | 0.946 | 3.5055 | 1.1046 | 0.6513 | 2.495 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 12 | 8 | 4 | 12 | 8 | 4 |
Profitability (%) | 86.3636 | 81.8182 | 90.9091 | 86.3636 | 81.8182 | 90.9091 |
Ratio Avg Win / Avg Loss | 0.243 | 0.2102 | 0.3505 | 0.1744 | 0.1447 | 0.2495 |
Largest Winning Trade | 19646 | 19646 | 17921 | 19389 | 14957 | 19389 |
Largest Losing Trade | -69997 | -69997 | -37979 | -52190 | -52190 | -36896 |
Avg Bars in Trades | 43 | 64 | 23 | 43 | 64 | 23 |
Avg Bars in Winners | 13 | 15 | 11 | 13 | 15 | 11 |
Avg Bars in Losers | 236 | 282 | 145 | 236 | 282 | 145 |
Bars Traded | 3861 | 2821 | 1040 | 3861 | 2821 | 1040 |
Profit Streak | 93.4815 | 93.4815 | 298.2315 | 93.4815 | 93.4815 | 298.2315 |
Trades During Streak | 23 | 11 | 18 | 23 | 11 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501540 | -575003 | 653297 | -265414 | -575003 | -97465 |
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{ "first_band": { "type": "fwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 201, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 201, "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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