Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629195.8788 | 503485.5233 | 125710.3555 | 2863420.4075 | 169641.3917 | 2693779.0158 |
Total P&L (%) | 629.1959 | 503.4855 | 125.7104 | 2863.4204 | 169.6414 | 2693.779 |
Avg Daily Profit (%) | 0.3389 | 0.2712 | 0.0677 | 0.1827 | 0.0534 | 0.1795 |
Buy And Hold Return (%) | 68.17 | 68.17 | 68.17 | 68.17 | 68.17 | 68.17 |
Max Trade Drawdown | -103653 | -85671 | -73891 | -5777780 | -3918323 | -2398546 |
Profit Factor | 1.4623 | 1.7551 | 1.181 | 1.0594 | 1.0067 | 1.1173 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 169 | 87 | 82 | 169 | 87 | 82 |
Losing Trades | 321 | 158 | 163 | 321 | 158 | 163 |
Profitability (%) | 34.4898 | 35.5102 | 33.4694 | 34.4898 | 35.5102 | 33.4694 |
Ratio Avg Win / Avg Loss | 2.7774 | 3.1875 | 2.3477 | 2.0122 | 1.8283 | 2.221 |
Largest Winning Trade | 142247 | 142247 | 53825 | 1588981 | 1588981 | 1232821 |
Largest Losing Trade | -24767 | -24767 | -18377 | -883936 | -883936 | -635883 |
Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Winners | 26 | 26 | 25 | 26 | 26 | 25 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 7256 | 3814 | 3442 | 7256 | 3814 | 3442 |
Profit Streak | 11.7201 | 0 | 12.9701 | 11.7201 | 0 | 12.9701 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318453 | 264344 | -135551 | -148800 | -341853 | -87321 |
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{ "first_band": { "type": "dema", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 130, "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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