Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217826.4773 | 255764.1419 | -37937.6646 | -56837.0714 | 334008.6079 | -390845.6793 |
Total P&L (%) | 217.8265 | 255.7641 | -37.9377 | -56.8371 | 334.0086 | -390.8457 |
Avg Daily Profit (%) | 0.1543 | 0.1812 | -0.0269 | -0.0595 | 0.104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -349087 | -159317 | -228719 | -795236 | -364588 | -560571 |
Profit Factor | 1.1048 | 1.2615 | 0.9655 | 0.9863 | 1.1698 | 0.8212 |
Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
Winning Trades | 318 | 154 | 164 | 318 | 154 | 164 |
Losing Trades | 280 | 145 | 135 | 280 | 145 | 135 |
Profitability (%) | 53.1773 | 51.505 | 54.8495 | 53.1773 | 51.505 | 54.8495 |
Ratio Avg Win / Avg Loss | 0.9727 | 1.1878 | 0.7948 | 0.8685 | 1.1015 | 0.676 |
Largest Winning Trade | 34937 | 34937 | 29121 | 180473 | 180473 | 91069 |
Largest Losing Trade | -47760 | -30907 | -47760 | -140001 | -113917 | -140001 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 8430 | 4223 | 4207 | 8430 | 4223 | 4207 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95908 | 316429 | -578863 | -576964 | -86321 | -578863 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.057, "nb": 0.78963, "nc": 0.1 } }, "second_band": { "type": "dema", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.057, "nb": 0.78963, "nc": 0.1 } }, "second_band": { "type": "dema", "factors": { "length": 25, "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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