Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110562.4117 | 85211.0034 | 25351.4083 | 105039.0647 | 128999.1857 | -23960.121 |
Total P&L (%) | 110.5624 | 85.211 | 25.3514 | 105.0391 | 128.9992 | -23.9601 |
Avg Daily Profit (%) | 0.4246 | 0.3272 | 0.0973 | 0.2761 | 0.3187 | -0.1051 |
Buy And Hold Return (%) | 19.6854 | 19.6854 | 19.6854 | 19.6854 | 19.6854 | 19.6854 |
Max Trade Drawdown | -71199 | -25210 | -59478 | -206467 | -67599 | -181094 |
Profit Factor | 1.594 | 1.9861 | 1.2542 | 1.2018 | 1.5567 | 0.917 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Losing Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Profitability (%) | 37.3333 | 45.9459 | 28.9474 | 37.3333 | 45.9459 | 28.9474 |
Ratio Avg Win / Avg Loss | 2.6756 | 2.3366 | 3.0785 | 2.0173 | 1.8314 | 2.2509 |
Largest Winning Trade | 56435 | 56435 | 27698 | 115931 | 115931 | 83268 |
Largest Losing Trade | -9579 | -9579 | -8267 | -25341 | -24052 | -25341 |
Avg Bars in Trades | 328 | 301 | 354 | 328 | 301 | 354 |
Avg Bars in Winners | 634 | 514 | 819 | 634 | 514 | 819 |
Avg Bars in Losers | 145 | 119 | 164 | 145 | 119 | 164 |
Bars Traded | 24608 | 11140 | 13468 | 24608 | 11140 | 13468 |
Profit Streak | 0 | 32.6085 | 0 | 0 | 32.6085 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55989 | 308929 | -152124 | -59842 | 328698 | -591799 |
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 213, "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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