Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221588.5552 | 1096026.0453 | 125562.5099 | 5184759.2016 | 1565864.9353 | 3618894.2663 |
Total P&L (%) | 1221.5886 | 1096.026 | 125.5625 | 5184.7592 | 1565.8649 | 3618.8943 |
Avg Daily Profit (%) | 0.6598 | 0.592 | 0.0678 | 0.2145 | 0.1521 | 0.1955 |
Buy And Hold Return (%) | 173.228 | 173.228 | 173.228 | 173.228 | 173.228 | 173.228 |
Max Trade Drawdown | -80225 | -43666 | -47252 | -3474668 | -3340949 | -2008245 |
Profit Factor | 3.5641 | 6.4956 | 1.4533 | 1.4277 | 1.2199 | 1.7233 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 43.3333 | 48.2759 | 45.7627 | 43.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.2241 | 8.4943 | 1.5571 | 1.692 | 1.5953 | 1.8464 |
Largest Winning Trade | 765747 | 765747 | 74183 | 2855978 | 2206802 | 2855978 |
Largest Losing Trade | -46650 | -36068 | -46650 | -1786634 | -1786634 | -804674 |
Avg Bars in Trades | 183 | 173 | 194 | 183 | 173 | 194 |
Avg Bars in Winners | 304 | 287 | 320 | 304 | 287 | 320 |
Avg Bars in Losers | 81 | 85 | 77 | 81 | 85 | 77 |
Bars Traded | 10849 | 5197 | 5652 | 10849 | 5197 | 5652 |
Profit Streak | 0 | 0 | 161.8152 | 0 | 0 | 161.8152 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162437 | 605805 | -265781 | -171010 | 204963 | 414207 |
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{ "first_band": { "type": "wma", "factors": { "length": 131, "offset": 74 } }, "second_band": { "type": "ema", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 131, "offset": 74 } }, "second_band": { "type": "ema", "factors": { "length": 35, "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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