Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719775.5907 | 681941.9909 | 37833.5998 | 613533.6795 | 504245.8271 | 109287.8525 |
Total P&L (%) | 719.7756 | 681.942 | 37.8336 | 613.5337 | 504.2458 | 109.2879 |
Avg Daily Profit (%) | 0.2876 | 0.2725 | 0.0151 | 0.0785 | 0.0719 | 0.0295 |
Buy And Hold Return (%) | 231.1756 | 231.1756 | 231.1756 | 231.1756 | 231.1756 | 231.1756 |
Max Trade Drawdown | -175345 | -149396 | -60575 | -727818 | -531635 | -286927 |
Profit Factor | 1.732 | 2.2758 | 1.0843 | 1.2623 | 1.3797 | 1.1082 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 44.9495 | 41.4141 | 48.4848 | 44.9495 | 41.4141 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.1212 | 3.2195 | 1.1521 | 1.546 | 1.9517 | 1.1774 |
Largest Winning Trade | 388311 | 388311 | 33885 | 400564 | 400564 | 207274 |
Largest Losing Trade | -45979 | -39178 | -45979 | -258452 | -258452 | -159819 |
Avg Bars in Trades | 50 | 57 | 42 | 50 | 57 | 42 |
Avg Bars in Winners | 61 | 64 | 58 | 61 | 64 | 58 |
Avg Bars in Losers | 40 | 53 | 27 | 40 | 53 | 27 |
Bars Traded | 9913 | 5735 | 4178 | 9913 | 5735 | 4178 |
Profit Streak | 47.9227 | 47.9227 | 144.1727 | 47.9227 | 47.9227 | 144.1727 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343762 | 243559 | -465705 | -89634 | -103600 | -420258 |
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{ "first_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 22, "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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