Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144636.492 | 78370.202 | 66266.29 | 277194.2396 | 166558.8054 | 110635.4342 |
Total P&L (%) | 144.6365 | 78.3702 | 66.2663 | 277.1942 | 166.5588 | 110.6354 |
Avg Daily Profit (%) | 0.5554 | 0.3009 | 0.2545 | 0.5111 | 0.3772 | 0.2865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17361 | -20524 | -14215 | -55187 | -29403 | -43872 |
Profit Factor | 2.0026 | 2.0305 | 1.9716 | 1.8868 | 2.0878 | 1.6938 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 76.7296 | 73.4177 | 80 | 76.7296 | 73.4177 | 80 |
Ratio Avg Win / Avg Loss | 0.6074 | 0.7352 | 0.4929 | 0.5722 | 0.7559 | 0.4235 |
Largest Winning Trade | 11704 | 11704 | 7655 | 30490 | 30490 | 17500 |
Largest Losing Trade | -12758 | -12758 | -11886 | -43872 | -29403 | -43872 |
Avg Bars in Trades | 154 | 154 | 153 | 154 | 154 | 153 |
Avg Bars in Winners | 91 | 90 | 93 | 91 | 90 | 93 |
Avg Bars in Losers | 360 | 333 | 396 | 360 | 333 | 396 |
Bars Traded | 24537 | 12225 | 12312 | 24537 | 12225 | 12312 |
Profit Streak | 0 | 10.6115 | 0 | 0 | 10.6115 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525193 | -14377 | -7881 | 503515 | -13615 | -7895 |
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{ "first_band": { "type": "dema", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 226, "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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