Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275514.0594 | 273426.2218 | 2087.8376 | -17076.9337 | 35577.2505 | -52654.1842 |
Total P&L (%) | 275.5141 | 273.4262 | 2.0878 | -17.0769 | 35.5773 | -52.6542 |
Avg Daily Profit (%) | 0.2645 | 0.2625 | 0.002 | -0.018 | 0.0292 | -0.0718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96118 | -99899 | -93561 | -215725 | -195031 | -158001 |
Profit Factor | 1.4355 | 1.7835 | 1.0074 | 0.9829 | 1.0644 | 0.8814 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 46.281 | 37.7049 | 55 | 46.281 | 37.7049 | 55 |
Ratio Avg Win / Avg Loss | 1.6661 | 2.9466 | 0.8242 | 1.1408 | 1.7585 | 0.7212 |
Largest Winning Trade | 292791 | 292791 | 31176 | 210529 | 210529 | 51834 |
Largest Losing Trade | -33841 | -23297 | -33841 | -45666 | -45666 | -44868 |
Avg Bars in Trades | 202 | 181 | 223 | 202 | 181 | 223 |
Avg Bars in Winners | 268 | 254 | 278 | 268 | 254 | 278 |
Avg Bars in Losers | 145 | 137 | 156 | 145 | 137 | 156 |
Bars Traded | 24474 | 11061 | 13413 | 24474 | 11061 | 13413 |
Profit Streak | 20.0401 | 40.6651 | 0 | 20.0401 | 40.6651 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346510 | -154214 | -738543 | -579681 | -470832 | -749310 |
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 149, "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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