Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1250195.2299 | 1025625.5752 | 224569.6548 | 5896649.8198 | 747293.95 | 5149355.8698 |
Total P&L (%) | 1250.1952 | 1025.6256 | 224.5697 | 5896.6498 | 747.294 | 5149.3559 |
Avg Daily Profit (%) | 0.5396 | 0.4427 | 0.0969 | 0.1769 | 0.0923 | 0.1711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119707 | -123704 | -160725 | -4726059 | -5387511 | -2256454 |
Profit Factor | 1.8208 | 2.1915 | 1.3391 | 1.2204 | 1.0458 | 1.4937 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 123 | 53 | 70 | 123 | 53 | 70 |
Losing Trades | 285 | 151 | 134 | 285 | 151 | 134 |
Profitability (%) | 30.1471 | 25.9804 | 34.3137 | 30.1471 | 25.9804 | 34.3137 |
Ratio Avg Win / Avg Loss | 4.219 | 6.2437 | 2.5634 | 2.8278 | 2.9795 | 2.8594 |
Largest Winning Trade | 491040 | 491040 | 50414 | 4427791 | 4427791 | 1571928 |
Largest Losing Trade | -40448 | -40448 | -27640 | -804648 | -804648 | -686689 |
Avg Bars in Trades | 33 | 38 | 29 | 33 | 38 | 29 |
Avg Bars in Winners | 76 | 93 | 63 | 76 | 93 | 63 |
Avg Bars in Losers | 15 | 18 | 11 | 15 | 18 | 11 |
Bars Traded | 13710 | 7771 | 5939 | 13710 | 7771 | 5939 |
Profit Streak | 14.6456 | 0 | 16.4789 | 14.6456 | 0 | 16.4789 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338283 | -10699 | -66868 | 127817 | -263387 | 195612 |
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{ "first_band": { "type": "dema", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 8, "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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