Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314765.7892 | 100251.1542 | 214514.635 | 850904.3804 | 129363.4057 | 721540.9747 |
Total P&L (%) | 314.7658 | 100.2512 | 214.5146 | 850.9044 | 129.3634 | 721.541 |
Avg Daily Profit (%) | 0.3082 | 0.0982 | 0.21 | 0.2208 | 0.0813 | 0.2064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48460 | -59308 | -44349 | -268176 | -333304 | -105753 |
Profit Factor | 2.3977 | 1.6435 | 4.0904 | 2.0936 | 1.2253 | 4.5398 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 19 | 13 | 6 | 19 | 13 | 6 |
Profitability (%) | 69.3548 | 58.0645 | 80.6452 | 69.3548 | 58.0645 | 80.6452 |
Ratio Avg Win / Avg Loss | 1.0595 | 1.187 | 0.9817 | 0.9251 | 0.8849 | 1.0896 |
Largest Winning Trade | 43314 | 43314 | 33496 | 191420 | 191420 | 188382 |
Largest Losing Trade | -48460 | -48460 | -26617 | -268176 | -268176 | -78921 |
Avg Bars in Trades | 44 | 58 | 29 | 44 | 58 | 29 |
Avg Bars in Winners | 38 | 59 | 22 | 38 | 59 | 22 |
Avg Bars in Losers | 57 | 57 | 58 | 57 | 57 | 58 |
Bars Traded | 2734 | 1823 | 911 | 2734 | 1823 | 911 |
Profit Streak | 0 | 0 | 55.4225 | 0 | 0 | 55.4225 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143988 | -58923 | 620235 | -146572 | -85423 | 705988 |
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{ "first_band": { "type": "dema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 59, "offset": 78 } } }
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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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