Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93197.6711 | -58690.7519 | 151888.423 | -38965.9097 | -92210.9792 | 53245.0695 |
Total P&L (%) | 93.1977 | -58.6908 | 151.8884 | -38.9659 | -92.211 | 53.2451 |
Avg Daily Profit (%) | 0.0898 | -0.0565 | 0.1463 | -0.0476 | -0.2456 | 0.0411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112839 | -144951 | -54305 | -158694 | -163246 | -95462 |
Profit Factor | 1.1452 | 0.8494 | 1.6027 | 0.9427 | 0.7679 | 1.1887 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 130 | 61 | 69 | 130 | 61 | 69 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 76.0234 | 70.9302 | 81.1765 | 76.0234 | 70.9302 | 81.1765 |
Ratio Avg Win / Avg Loss | 0.3612 | 0.3481 | 0.3716 | 0.2973 | 0.3147 | 0.2756 |
Largest Winning Trade | 21946 | 21946 | 13571 | 25797 | 25797 | 13734 |
Largest Losing Trade | -52863 | -45279 | -52863 | -90756 | -84358 | -90756 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 13 | 9 | 16 | 13 | 9 | 16 |
Avg Bars in Losers | 53 | 49 | 61 | 53 | 49 | 61 |
Bars Traded | 3900 | 1785 | 2116 | 3900 | 1785 | 2116 |
Profit Streak | 0 | 0 | 72.73 | 0 | 0 | 72.73 |
Trades During Streak | 0 | 0 | 9 | 0 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130976 | -577833 | 302825 | -576231 | -577833 | -147887 |
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{ "first_band": { "type": "fwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dema", "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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