Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795369.4818 | 764330.6242 | 31038.8577 | 461246.0992 | 128410.6807 | 332835.4186 |
Total P&L (%) | 795.3695 | 764.3306 | 31.0389 | 461.2461 | 128.4107 | 332.8354 |
Avg Daily Profit (%) | 0.4234 | 0.4069 | 0.0165 | 0.0919 | 0.044 | 0.078 |
Buy And Hold Return (%) | 236.399 | 236.399 | 236.399 | 236.399 | 236.399 | 236.399 |
Max Trade Drawdown | -138956 | -70572 | -214050 | -258501 | -182555 | -130051 |
Profit Factor | 2.3812 | 3.9295 | 1.0986 | 1.4528 | 1.2036 | 1.8579 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 42.8571 | 37.5 | 48.3871 | 42.8571 | 37.5 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.175 | 6.5492 | 1.1718 | 1.9371 | 2.006 | 1.9817 |
Largest Winning Trade | 456037 | 456037 | 53267 | 192937 | 171778 | 192937 |
Largest Losing Trade | -67521 | -39070 | -67521 | -107292 | -107292 | -73192 |
Avg Bars in Trades | 86 | 99 | 73 | 86 | 99 | 73 |
Avg Bars in Winners | 134 | 158 | 114 | 134 | 158 | 114 |
Avg Bars in Losers | 50 | 63 | 34 | 50 | 63 | 34 |
Bars Traded | 5455 | 3177 | 2278 | 5455 | 3177 | 2278 |
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 | -142358 | 324681 | -449332 | -229442 | -304226 | -124764 |
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{ "first_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 31, "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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