Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742267.6777 | 730743.8467 | 11523.8309 | 86584.8196 | -49174.6857 | 135759.5053 |
Total P&L (%) | 742.2677 | 730.7438 | 11.5238 | 86.5848 | -49.1747 | 135.7595 |
Avg Daily Profit (%) | 0.3945 | 0.3884 | 0.0061 | 0.0332 | -0.036 | 0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219459 | -136083 | -111170 | -2257637 | -1509746 | -1043132 |
Profit Factor | 2.5501 | 4.0363 | 1.0484 | 1.0209 | 0.9753 | 1.0631 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 37.8049 | 39.0244 | 36.5854 | 37.8049 | 39.0244 | 36.5854 |
Ratio Avg Win / Avg Loss | 4.1954 | 6.3067 | 1.8172 | 1.6796 | 1.5239 | 1.8427 |
Largest Winning Trade | 776950 | 776950 | 56301 | 806219 | 739807 | 806219 |
Largest Losing Trade | -31912 | -31912 | -31061 | -576710 | -459623 | -576710 |
Avg Bars in Trades | 43 | 38 | 49 | 43 | 38 | 49 |
Avg Bars in Winners | 74 | 58 | 90 | 74 | 58 | 90 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 3595 | 1568 | 2027 | 3595 | 1568 | 2027 |
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 | 37510 | 450127 | -474384 | -358531 | -582232 | -287194 |
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{ "first_band": { "type": "fwma", "factors": { "length": 67, "offset": 82 } }, "second_band": { "type": "ema", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 67, "offset": 82 } }, "second_band": { "type": "ema", "factors": { "length": 54, "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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