Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690627.2993 | 1549339.7324 | 141287.5669 | 11905465.5737 | 4830266.3175 | 7075199.2562 |
Total P&L (%) | 1690.6273 | 1549.3397 | 141.2876 | 11905.4656 | 4830.2663 | 7075.1993 |
Avg Daily Profit (%) | 0.673 | 0.6168 | 0.0562 | 0.1908 | 0.1553 | 0.1703 |
Buy And Hold Return (%) | 462.6592 | 462.6592 | 462.6592 | 462.6592 | 462.6592 | 462.6592 |
Max Trade Drawdown | -124102 | -42490 | -83563 | -12537563 | -10325720 | -6208802 |
Profit Factor | 5.2785 | 9.4979 | 1.6639 | 1.2933 | 1.2181 | 1.3837 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40.9836 | 38.7097 | 43.3333 | 40.9836 | 38.7097 | 43.3333 |
Ratio Avg Win / Avg Loss | 7.601 | 15.0384 | 2.1758 | 1.8624 | 1.9286 | 1.8095 |
Largest Winning Trade | 1129788 | 1129788 | 55896 | 9538039 | 9538039 | 7060650 |
Largest Losing Trade | -47600 | -25283 | -47600 | -5184389 | -4926561 | -5184389 |
Avg Bars in Trades | 119 | 109 | 130 | 119 | 109 | 130 |
Avg Bars in Winners | 221 | 201 | 240 | 221 | 201 | 240 |
Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
Bars Traded | 7306 | 3389 | 3917 | 7306 | 3389 | 3917 |
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 | -152233 | 464273 | -283079 | -160670 | 141094 | 246604 |
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{ "first_band": { "type": "sma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 28, "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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