Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313224.7194 | 314098.3384 | -873.619 | -75438.9981 | 45270.893 | -120709.8911 |
Total P&L (%) | 313.2247 | 314.0983 | -0.8736 | -75.439 | 45.2709 | -120.7099 |
Avg Daily Profit (%) | 0.1692 | 0.1696 | -0.0005 | -0.0758 | 0.0202 | 0 |
Buy And Hold Return (%) | 78.6664 | 78.6664 | 78.6664 | 78.6664 | 78.6664 | 78.6664 |
Max Trade Drawdown | -105669 | -86076 | -168279 | -102924 | -19627 | -137627 |
Profit Factor | 1.3041 | 1.7721 | 0.9986 | 0.731 | 1.6477 | 0.4266 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 156 | 76 | 80 | 156 | 76 | 80 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 71.2329 | 69.7248 | 72.7273 | 71.2329 | 69.7248 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5267 | 0.7695 | 0.3745 | 0.2952 | 0.7154 | 0.16 |
Largest Winning Trade | 60087 | 60087 | 28095 | 22794 | 22794 | 7173 |
Largest Losing Trade | -92908 | -45257 | -92908 | -69588 | -12261 | -69588 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 47 | 43 | 51 | 47 | 43 | 51 |
Bars Traded | 5437 | 2549 | 2888 | 5437 | 2549 | 2888 |
Profit Streak | 10.9107 | 0 | 57.9107 | 10.9107 | 0 | 57.9107 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301715 | 308300 | -576140 | -575958 | -328501 | -576140 |
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{ "first_band": { "type": "wma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 69, "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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