Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168429.9325 | 78058.3163 | 90371.6162 | 264408.3145 | 140599.3105 | 123809.004 |
Total P&L (%) | 168.4299 | 78.0583 | 90.3716 | 264.4083 | 140.5993 | 123.809 |
Avg Daily Profit (%) | 0.6468 | 0.2997 | 0.347 | 0.4978 | 0.3377 | 0.3098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49460 | -38179 | -30981 | -56877 | -34446 | -44321 |
Profit Factor | 1.4124 | 1.3893 | 1.4346 | 1.4564 | 1.504 | 1.4122 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Profitability (%) | 44.4 | 44 | 44.8 | 44.4 | 44 | 44.8 |
Ratio Avg Win / Avg Loss | 1.7686 | 1.7682 | 1.7676 | 1.8238 | 1.9141 | 1.74 |
Largest Winning Trade | 31891 | 22621 | 31891 | 42699 | 42699 | 34596 |
Largest Losing Trade | -12851 | -12851 | -12174 | -32768 | -22108 | -32768 |
Avg Bars in Trades | 98 | 106 | 90 | 98 | 106 | 90 |
Avg Bars in Winners | 148 | 156 | 141 | 148 | 156 | 141 |
Avg Bars in Losers | 57 | 66 | 48 | 57 | 66 | 48 |
Bars Traded | 24590 | 13317 | 11273 | 24590 | 13317 | 11273 |
Profit Streak | 6.6045 | 0 | 9.2816 | 6.6045 | 0 | 9.2816 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422810 | 225477 | 301210 | 386654 | 262375 | 284844 |
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{ "first_band": { "type": "dema", "factors": { "length": 145, "offset": 1 } }, "second_band": { "type": "wma", "factors": { "length": 46, "offset": 0 } } }
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# | 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) |
---|