Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364256.3926 | 430761.4693 | -66505.0767 | 318167.9292 | 160312.934 | 157854.9952 |
Total P&L (%) | 364.2564 | 430.7615 | -66.5051 | 318.1679 | 160.3129 | 157.855 |
Avg Daily Profit (%) | 0.1937 | 0.2291 | -0.0354 | 0.0761 | 0.0509 | 0.0504 |
Buy And Hold Return (%) | 34.4982 | 34.4982 | 34.4982 | 34.4982 | 34.4982 | 34.4982 |
Max Trade Drawdown | -254528 | -93682 | -256552 | -701605 | -285381 | -601405 |
Profit Factor | 1.4398 | 2.8345 | 0.8879 | 1.18 | 1.291 | 1.1297 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 58 | 26 | 32 | 36 | 20 | 16 |
Losing Trades | 32 | 19 | 13 | 54 | 25 | 29 |
Profitability (%) | 64.4444 | 57.7778 | 71.1111 | 40 | 44.4444 | 35.5556 |
Ratio Avg Win / Avg Loss | 0.7944 | 2.0714 | 0.3607 | 1.7699 | 1.6137 | 2.0476 |
Largest Winning Trade | 120189 | 120189 | 58924 | 846451 | 138482 | 846451 |
Largest Losing Trade | -240377 | -48431 | -240377 | -361703 | -97762 | -361703 |
Avg Bars in Trades | 79 | 92 | 66 | 79 | 92 | 66 |
Avg Bars in Winners | 61 | 78 | 47 | 100 | 123 | 72 |
Avg Bars in Losers | 112 | 111 | 113 | 65 | 67 | 63 |
Bars Traded | 7162 | 4165 | 2996 | 7162 | 4165 | 2996 |
Profit Streak | 44.4405 | 44.4405 | 58.1905 | 44.4405 | 44.4405 | 58.1905 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383383 | 536735 | -576996 | -115003 | -126993 | -208641 |
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{ "first_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "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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