Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678476.9311 | 604709.568 | 73767.3631 | 1059938.3294 | 736365.0331 | 323573.2964 |
Total P&L (%) | 678.4769 | 604.7096 | 73.7674 | 1059.9383 | 736.365 | 323.5733 |
Avg Daily Profit (%) | 0.367 | 0.3271 | 0.0399 | 0.1327 | 0.115 | 0.0781 |
Buy And Hold Return (%) | 117.076 | 117.076 | 117.076 | 117.076 | 117.076 | 117.076 |
Max Trade Drawdown | -114022 | -52266 | -78910 | -528455 | -414748 | -280513 |
Profit Factor | 2.2446 | 3.603 | 1.2358 | 1.6413 | 1.8878 | 1.3929 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 58.1395 | 58.1395 | 58.1395 | 58.1395 | 58.1395 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.6161 | 2.5942 | 0.8898 | 1.1817 | 1.3592 | 1.0029 |
Largest Winning Trade | 378742 | 378742 | 44956 | 376614 | 311382 | 376614 |
Largest Losing Trade | -63563 | -42886 | -63563 | -292641 | -292641 | -262809 |
Avg Bars in Trades | 80 | 88 | 71 | 80 | 88 | 71 |
Avg Bars in Winners | 103 | 117 | 89 | 103 | 117 | 89 |
Avg Bars in Losers | 48 | 49 | 46 | 48 | 49 | 46 |
Bars Traded | 6903 | 3819 | 3083 | 6903 | 3819 | 3083 |
Profit Streak | 0 | 0 | 82.0068 | 0 | 0 | 82.0068 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511894 | 567992 | -305685 | -12202 | -35999 | -89646 |
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 115 } }, "second_band": { "type": "ema", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 115 } }, "second_band": { "type": "ema", "factors": { "length": 243, "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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