Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114791.8643 | 31676.6925 | 83115.1718 | 173585.2362 | 53916.2647 | 119668.9716 |
Total P&L (%) | 114.7919 | 31.6767 | 83.1152 | 173.5852 | 53.9163 | 119.669 |
Avg Daily Profit (%) | 0.4408 | 0.1216 | 0.3192 | 0.3872 | 0.1657 | 0.3026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34075 | -24699 | -22143 | -64900 | -34168 | -37684 |
Profit Factor | 1.8575 | 1.4113 | 2.4618 | 1.7579 | 1.445 | 2.1092 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 74.4681 | 70.2128 | 78.7234 | 74.4681 | 70.2128 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.6369 | 0.5987 | 0.6654 | 0.6027 | 0.613 | 0.5701 |
Largest Winning Trade | 14752 | 14752 | 13031 | 30662 | 30662 | 16418 |
Largest Losing Trade | -14945 | -14295 | -14945 | -35013 | -17467 | -35013 |
Avg Bars in Trades | 260 | 287 | 233 | 260 | 287 | 233 |
Avg Bars in Winners | 156 | 178 | 138 | 156 | 178 | 138 |
Avg Bars in Losers | 563 | 546 | 586 | 563 | 546 | 586 |
Bars Traded | 24502 | 13523 | 10979 | 24502 | 13523 | 10979 |
Profit Streak | 11.9704 | 23.835 | 11.9704 | 11.9704 | 23.835 | 11.9704 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497443 | -31717 | 489100 | 474037 | 299882 | 459523 |
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{ "first_band": { "type": "dema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 116, "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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