Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732093.0087 | 392931.1557 | 339161.8529 | 10028967.651 | 43474.1107 | 9985493.5403 |
Total P&L (%) | 732.093 | 392.9312 | 339.1619 | 10028.9677 | 43.4741 | 9985.4935 |
Avg Daily Profit (%) | 0.404 | 0.2168 | 0.1872 | 0.2552 | 0.0199 | 0.2549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73842 | -85386 | -45393 | -13738867 | -12866680 | -4525206 |
Profit Factor | 1.9067 | 1.8479 | 1.9859 | 1.1923 | 1.0015 | 1.4444 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 175 | 90 | 85 | 175 | 90 | 85 |
Profitability (%) | 33.4601 | 31.8182 | 35.1145 | 33.4601 | 31.8182 | 35.1145 |
Ratio Avg Win / Avg Loss | 3.7916 | 3.9597 | 3.6695 | 2.3711 | 2.146 | 2.6691 |
Largest Winning Trade | 114598 | 114598 | 51712 | 7473567 | 7473567 | 5888299 |
Largest Losing Trade | -33502 | -33502 | -14746 | -3197687 | -3197687 | -1972737 |
Avg Bars in Trades | 20 | 22 | 17 | 20 | 22 | 17 |
Avg Bars in Winners | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Losers | 12 | 15 | 8 | 12 | 15 | 8 |
Bars Traded | 5335 | 3023 | 2312 | 5335 | 3023 | 2312 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310432 | 153890 | 200400 | -4114 | -392956 | 175222 |
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{ "first_band": { "type": "dema", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 59, "offset": 0 } } }
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# | 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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