Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84244.3543 | 62899.2215 | 21345.1328 | 68073.0822 | 48533.7196 | 19539.3626 |
Total P&L (%) | 84.2444 | 62.8992 | 21.3451 | 68.0731 | 48.5337 | 19.5394 |
Avg Daily Profit (%) | 0.3358 | 0.2507 | 0.0851 | 0.2072 | 0.1578 | 0.0712 |
Buy And Hold Return (%) | 21.1556 | 21.1556 | 21.1556 | 21.1556 | 21.1556 | 21.1556 |
Max Trade Drawdown | -51921 | -24853 | -47807 | -49722 | -38353 | -44353 |
Profit Factor | 1.4307 | 1.726 | 1.1959 | 1.3252 | 1.5028 | 1.1732 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 75.7282 | 76.9231 | 74.5098 | 75.7282 | 76.9231 | 74.5098 |
Ratio Avg Win / Avg Loss | 0.4585 | 0.5178 | 0.4091 | 0.4247 | 0.4508 | 0.4013 |
Largest Winning Trade | 16196 | 16196 | 9097 | 17693 | 17693 | 8520 |
Largest Losing Trade | -47807 | -14123 | -47807 | -44353 | -21029 | -44353 |
Avg Bars in Trades | 227 | 225 | 229 | 227 | 225 | 229 |
Avg Bars in Winners | 129 | 132 | 126 | 129 | 132 | 126 |
Avg Bars in Losers | 532 | 534 | 530 | 532 | 534 | 530 |
Bars Traded | 23419 | 11714 | 11705 | 23419 | 11714 | 11705 |
Profit Streak | 28.1009 | 39.0697 | 28.1009 | 28.1009 | 39.0697 | 28.1009 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348662 | -171070 | -426886 | 261423 | -174494 | -473175 |
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{ "first_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 237, "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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