Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2394609.4712 | 2324159.0598 | 70450.4114 | 37757674.2958 | 24819701.2892 | 12937973.0066 |
Total P&L (%) | 2394.6095 | 2324.1591 | 70.4504 | 37757.6743 | 24819.7013 | 12937.973 |
Avg Daily Profit (%) | 1.2887 | 1.2508 | 0.0379 | 0.32 | 0.2974 | 0.2625 |
Buy And Hold Return (%) | 9536.4297 | 9536.4297 | 9536.4297 | 9536.4297 | 9536.4297 | 9536.4297 |
Max Trade Drawdown | -173741 | -123848 | -74720 | -6186016 | -5238141 | -2318055 |
Profit Factor | 7.2716 | 13.3302 | 1.3644 | 3.794 | 4.4437 | 3.0514 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 49.2308 | 50 | 48.4848 | 49.2308 | 50 | 48.4848 |
Ratio Avg Win / Avg Loss | 7.4988 | 13.3302 | 1.4497 | 3.9125 | 4.4437 | 3.2422 |
Largest Winning Trade | 1558618 | 1558618 | 64004 | 6112814 | 5618843 | 6112814 |
Largest Losing Trade | -52224 | -52224 | -47637 | -2287123 | -2287123 | -1361370 |
Avg Bars in Trades | 166 | 168 | 164 | 166 | 168 | 164 |
Avg Bars in Winners | 251 | 282 | 219 | 251 | 282 | 219 |
Avg Bars in Losers | 84 | 54 | 112 | 84 | 54 | 112 |
Bars Traded | 10826 | 5401 | 5425 | 10826 | 5401 | 5425 |
Profit Streak | 0 | 375.9165 | 0 | 0 | 375.9165 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -279958 | -142344 | -308168 | -122583 | 509070 | -41020 |
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{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 170, "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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