Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179990.3624 | 324455.126 | -144464.7636 | -97029.0049 | 29838.578 | -126867.5829 |
Total P&L (%) | 179.9904 | 324.4551 | -144.4648 | -97.029 | 29.8386 | -126.8676 |
Avg Daily Profit (%) | 0.1112 | 0.2005 | -0.0893 | -0.2171 | 0.0161 | 0 |
Buy And Hold Return (%) | 22.5094 | 22.5094 | 22.5094 | 22.5094 | 22.5094 | 22.5094 |
Max Trade Drawdown | -195537 | -189626 | -343526 | -147836 | -75511 | -125910 |
Profit Factor | 1.111 | 1.4055 | 0.8241 | 0.6856 | 1.2283 | 0.2869 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 212 | 110 | 102 | 212 | 110 | 102 |
Losing Trades | 230 | 111 | 119 | 230 | 111 | 119 |
Profitability (%) | 47.9638 | 49.7738 | 46.1538 | 47.9638 | 49.7738 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.2054 | 1.4183 | 0.9614 | 0.7438 | 1.2395 | 0.3347 |
Largest Winning Trade | 117226 | 117226 | 58679 | 52586 | 52586 | 5133 |
Largest Losing Trade | -80037 | -58703 | -80037 | -48704 | -27926 | -48704 |
Avg Bars in Trades | 43 | 48 | 38 | 43 | 48 | 38 |
Avg Bars in Winners | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Losers | 39 | 47 | 31 | 39 | 47 | 31 |
Bars Traded | 19167 | 10661 | 8506 | 19167 | 10661 | 8506 |
Profit Streak | 482.7369 | 0 | 491.6535 | 482.7369 | 0 | 491.6535 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140783 | 319225 | -580318 | -578675 | -235605 | -580318 |
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{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "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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