Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89892.1324 | 44792.0931 | 45100.0393 | 98325.7541 | 71466.714 | 26859.0401 |
Total P&L (%) | 89.8921 | 44.7921 | 45.1 | 98.3258 | 71.4667 | 26.859 |
Avg Daily Profit (%) | 0.3452 | 0.172 | 0.1732 | 0.2633 | 0.2073 | 0.0914 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29346 | -28652 | -33726 | -65471 | -47832 | -69072 |
Profit Factor | 1.4344 | 1.4847 | 1.3939 | 1.2927 | 1.5358 | 1.1326 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 60.5505 | 59.2593 | 61.8182 | 60.5505 | 59.2593 | 61.8182 |
Ratio Avg Win / Avg Loss | 0.9345 | 1.0207 | 0.8609 | 0.8422 | 1.0559 | 0.6995 |
Largest Winning Trade | 17410 | 17410 | 13302 | 19428 | 19428 | 18964 |
Largest Losing Trade | -18820 | -14741 | -18820 | -48330 | -23468 | -48330 |
Avg Bars in Trades | 226 | 237 | 215 | 226 | 237 | 215 |
Avg Bars in Winners | 175 | 189 | 162 | 175 | 189 | 162 |
Avg Bars in Losers | 304 | 307 | 301 | 304 | 307 | 301 |
Bars Traded | 24687 | 12835 | 11852 | 24687 | 12835 | 11852 |
Profit Streak | 6.0336 | 18.3461 | 6.0336 | 6.0336 | 18.3461 | 6.0336 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343145 | -171978 | -174608 | 286758 | -169568 | -329923 |
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{ "first_band": { "type": "dema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 87, "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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