Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1282432.9165 | 1118340.2367 | 164092.6798 | 1450828.9801 | -990058.3836 | 2440887.3637 |
Total P&L (%) | 1282.4329 | 1118.3402 | 164.0927 | 1450.829 | -990.0584 | 2440.8874 |
Avg Daily Profit (%) | 0.5431 | 0.4736 | 0.0695 | 0.1162 | 0 | 0.1371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98382 | -75597 | -114663 | -2140939 | -2391368 | -771206 |
Profit Factor | 2.9558 | 4.1095 | 1.5542 | 1.1987 | 0.8001 | 2.0404 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 40.3509 | 39.5349 | 41.1765 | 40.3509 | 39.5349 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.3694 | 6.2851 | 2.2203 | 1.7721 | 1.2237 | 2.9148 |
Largest Winning Trade | 1061110 | 1061110 | 58554 | 868217 | 830172 | 868217 |
Largest Losing Trade | -50963 | -30691 | -50963 | -916882 | -916882 | -245655 |
Avg Bars in Trades | 80 | 68 | 92 | 80 | 68 | 92 |
Avg Bars in Winners | 126 | 102 | 150 | 126 | 102 | 150 |
Avg Bars in Losers | 49 | 47 | 51 | 49 | 47 | 51 |
Bars Traded | 13764 | 5933 | 7831 | 13764 | 5933 | 7831 |
Profit Streak | 0 | 0 | 20.6509 | 0 | 0 | 20.6509 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495304 | 472483 | -100096 | -41145 | -583505 | -8403 |
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{ "first_band": { "type": "fwma", "factors": { "length": 168, "offset": 163 } }, "second_band": { "type": "dema", "factors": { "length": 99, "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) |
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