Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306939.876 | 12034.8568 | 294905.0192 | 182627.9861 | -34654.6154 | 217282.6014 |
Total P&L (%) | 306.9399 | 12.0349 | 294.905 | 182.628 | -34.6546 | 217.2826 |
Avg Daily Profit (%) | 0.2014 | 0.0079 | 0.1935 | 0.0682 | -0.0279 | 0.0758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98493 | -108287 | -72220 | -259875 | -211041 | -215624 |
Profit Factor | 1.3863 | 1.027 | 1.8468 | 1.1439 | 0.9462 | 1.3478 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 239 | 111 | 128 | 239 | 111 | 128 |
Losing Trades | 61 | 39 | 22 | 61 | 39 | 22 |
Profitability (%) | 79.6667 | 74 | 85.3333 | 79.6667 | 74 | 85.3333 |
Ratio Avg Win / Avg Loss | 0.3538 | 0.3608 | 0.3174 | 0.292 | 0.3325 | 0.2317 |
Largest Winning Trade | 30060 | 30060 | 21521 | 47589 | 43240 | 47589 |
Largest Losing Trade | -62950 | -59787 | -62950 | -145794 | -78375 | -145794 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 15 | 10 | 19 | 15 | 10 | 19 |
Avg Bars in Losers | 85 | 74 | 105 | 85 | 74 | 105 |
Bars Traded | 8856 | 4038 | 4818 | 8856 | 4038 | 4818 |
Profit Streak | 18.4045 | 18.4045 | 63.4045 | 18.4045 | 18.4045 | 63.4045 |
Trades During Streak | 11 | 5 | 11 | 11 | 5 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504412 | -472090 | 535778 | -158338 | -575585 | -86462 |
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{ "first_band": { "type": "fwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 197, "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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