Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287080.1035 | 77812.3128 | 209267.7907 | 483800.9522 | 58144.2531 | 425656.6991 |
Total P&L (%) | 287.0801 | 77.8123 | 209.2678 | 483.801 | 58.1443 | 425.6567 |
Avg Daily Profit (%) | 0.2202 | 0.0597 | 0.1605 | 0.1354 | 0.0352 | 0.1273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98969 | -99972 | -32703 | -205139 | -221807 | -46002 |
Profit Factor | 1.8542 | 1.3113 | 3.4306 | 1.675 | 1.1079 | 3.3928 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 27 | 18 | 9 | 27 | 18 | 9 |
Profitability (%) | 64 | 51.3514 | 76.3158 | 64 | 51.3514 | 76.3158 |
Ratio Avg Win / Avg Loss | 1.043 | 1.2422 | 1.0647 | 0.9422 | 1.0496 | 1.0529 |
Largest Winning Trade | 76309 | 76309 | 32749 | 148045 | 148045 | 68972 |
Largest Losing Trade | -32452 | -31756 | -32452 | -108479 | -108479 | -46002 |
Avg Bars in Trades | 48 | 66 | 30 | 48 | 66 | 30 |
Avg Bars in Winners | 31 | 42 | 24 | 31 | 42 | 24 |
Avg Bars in Losers | 78 | 92 | 52 | 78 | 92 | 52 |
Bars Traded | 3642 | 2468 | 1174 | 3642 | 2468 | 1174 |
Profit Streak | 116.6498 | 116.6498 | 149.3165 | 116.6498 | 116.6498 | 149.3165 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47488 | -111558 | 633633 | -69570 | -247023 | -12772 |
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{ "first_band": { "type": "dema", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 41, "offset": 64 } } }
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# | 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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