Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2143049.2524 | 2034114.573 | 108934.6794 | 6658226.9331 | 2627661.4183 | 4030565.5148 |
Total P&L (%) | 2143.0493 | 2034.1146 | 108.9347 | 6658.2269 | 2627.6614 | 4030.5655 |
Avg Daily Profit (%) | 1.1447 | 1.0866 | 0.0582 | 0.2253 | 0.1768 | 0.199 |
Buy And Hold Return (%) | 293.4156 | 293.4156 | 293.4156 | 293.4156 | 293.4156 | 293.4156 |
Max Trade Drawdown | -154595 | -172615 | -45764 | -16378837 | -16905957 | -4032912 |
Profit Factor | 5.3823 | 7.4387 | 1.6293 | 1.1753 | 1.1038 | 1.3177 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 37.8788 | 30.303 | 45.4545 | 37.8788 | 30.303 | 45.4545 |
Ratio Avg Win / Avg Loss | 8.827 | 17.109 | 1.9552 | 1.9274 | 2.5388 | 1.5813 |
Largest Winning Trade | 1426141 | 1426141 | 62587 | 16042761 | 16042761 | 4967494 |
Largest Losing Trade | -34080 | -34080 | -19172 | -4337291 | -4337291 | -3228118 |
Avg Bars in Trades | 334 | 289 | 380 | 334 | 289 | 380 |
Avg Bars in Winners | 538 | 559 | 523 | 538 | 559 | 523 |
Avg Bars in Losers | 210 | 171 | 260 | 210 | 171 | 260 |
Bars Traded | 22099 | 9547 | 12552 | 22099 | 9547 | 12552 |
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 | -111950 | 511677 | -279706 | -151864 | -105033 | 271425 |
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{ "first_band": { "type": "ema", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 211, "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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