Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348789.6251 | 226285.1343 | 122504.4909 | 150347.5784 | 130901.8299 | 19445.7485 |
Total P&L (%) | 348.7896 | 226.2851 | 122.5045 | 150.3476 | 130.9018 | 19.4457 |
Avg Daily Profit (%) | 0.3422 | 0.222 | 0.1202 | 0.0901 | 0.0821 | 0.0174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84912 | -108010 | -71162 | -179761 | -178736 | -161118 |
Profit Factor | 1.3409 | 1.4441 | 1.2386 | 1.1179 | 1.2087 | 1.03 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 157 | 83 | 74 | 157 | 83 | 74 |
Profitability (%) | 39.1473 | 35.6589 | 42.6357 | 39.1473 | 35.6589 | 42.6357 |
Ratio Avg Win / Avg Loss | 2.0844 | 2.6057 | 1.6664 | 1.7377 | 2.1809 | 1.3858 |
Largest Winning Trade | 172583 | 172583 | 35376 | 164934 | 164934 | 67891 |
Largest Losing Trade | -39225 | -22088 | -39225 | -137527 | -49525 | -137527 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Losers | 7 | 9 | 5 | 7 | 9 | 5 |
Bars Traded | 2947 | 1589 | 1358 | 2947 | 1589 | 1358 |
Profit Streak | 7.1489 | 0 | 8.8155 | 7.1489 | 0 | 8.8155 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301350 | 157443 | -33874 | -164373 | -88175 | -366471 |
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{ "first_band": { "type": "dema", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 106, "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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