Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399862.2403 | 240179.3953 | 159682.8451 | 624846.8165 | 366139.6873 | 258707.1291 |
Total P&L (%) | 399.8622 | 240.1794 | 159.6828 | 624.8468 | 366.1397 | 258.7071 |
Avg Daily Profit (%) | 0.3931 | 0.2361 | 0.157 | 0.1949 | 0.1514 | 0.1256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106516 | -70625 | -91275 | -1139072 | -791783 | -620624 |
Profit Factor | 1.3556 | 1.4166 | 1.2914 | 1.1413 | 1.147 | 1.134 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 226 | 107 | 119 | 226 | 107 | 119 |
Losing Trades | 208 | 110 | 98 | 208 | 110 | 98 |
Profitability (%) | 52.0737 | 49.3088 | 54.8387 | 52.0737 | 49.3088 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.2477 | 1.4563 | 1.0635 | 1.0504 | 1.1792 | 0.9339 |
Largest Winning Trade | 87090 | 87090 | 38647 | 553932 | 553932 | 149991 |
Largest Losing Trade | -32851 | -23064 | -32851 | -272182 | -272182 | -244565 |
Avg Bars in Trades | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Winners | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Losers | 21 | 24 | 19 | 21 | 24 | 19 |
Bars Traded | 12064 | 6461 | 5603 | 12064 | 6461 | 5603 |
Profit Streak | 0 | 0 | 7.9277 | 0 | 0 | 7.9277 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450352 | 335351 | 340031 | -54244 | -51005 | -97914 |
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{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 19, "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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