Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308689.6012 | 282699.1652 | 25990.436 | 29710.8181 | 284498.0781 | -254787.26 |
Total P&L (%) | 308.6896 | 282.6992 | 25.9904 | 29.7108 | 284.4981 | -254.7873 |
Avg Daily Profit (%) | 0.1653 | 0.1514 | 0.0139 | 0.0139 | 0.0721 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151836 | -134647 | -99765 | -424019 | -296002 | -435792 |
Profit Factor | 1.402 | 1.7932 | 1.0631 | 1.0204 | 1.492 | 0.7088 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 52.7397 | 53.4247 | 52.0548 | 52.7397 | 53.4247 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.2563 | 1.5633 | 0.9792 | 0.9144 | 1.3007 | 0.6529 |
Largest Winning Trade | 119961 | 119961 | 35159 | 214717 | 214717 | 58567 |
Largest Losing Trade | -66761 | -43902 | -66761 | -310675 | -142871 | -310675 |
Avg Bars in Trades | 48 | 59 | 38 | 48 | 59 | 38 |
Avg Bars in Winners | 37 | 40 | 34 | 37 | 40 | 34 |
Avg Bars in Losers | 61 | 79 | 43 | 61 | 79 | 43 |
Bars Traded | 7131 | 4316 | 2815 | 7131 | 4316 | 2815 |
Profit Streak | 0 | 30.7553 | 0 | 0 | 30.7553 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315814 | -60089 | -402144 | -376334 | -166069 | -652469 |
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{ "first_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 88, "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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