Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118304.0728 | 94389.172 | 23914.9008 | 114514.9134 | 136319.2911 | -21804.3777 |
Total P&L (%) | 118.3041 | 94.3892 | 23.9149 | 114.5149 | 136.3193 | -21.8044 |
Avg Daily Profit (%) | 0.4543 | 0.3625 | 0.0918 | 0.2935 | 0.3308 | -0.0944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81057 | -36166 | -61329 | -275102 | -113180 | -205264 |
Profit Factor | 1.2916 | 1.4807 | 1.1143 | 1.1125 | 1.2874 | 0.9599 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 159 | 84 | 75 | 159 | 84 | 75 |
Losing Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Profitability (%) | 59.3284 | 62.6866 | 55.9701 | 59.3284 | 62.6866 | 55.9701 |
Ratio Avg Win / Avg Loss | 0.8855 | 0.8814 | 0.8765 | 0.7626 | 0.7663 | 0.7551 |
Largest Winning Trade | 22877 | 22877 | 15820 | 37028 | 31282 | 37028 |
Largest Losing Trade | -38542 | -16780 | -38542 | -144828 | -51446 | -144828 |
Avg Bars in Trades | 90 | 89 | 92 | 90 | 89 | 92 |
Avg Bars in Winners | 66 | 65 | 68 | 66 | 65 | 68 |
Avg Bars in Losers | 126 | 130 | 122 | 126 | 130 | 122 |
Bars Traded | 24354 | 12005 | 12349 | 24354 | 12005 | 12349 |
Profit Streak | 7.585 | 11.1058 | 7.585 | 7.585 | 11.1058 | 7.585 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395529 | 363853 | -170838 | -87242 | 311589 | -580458 |
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{ "first_band": { "type": "dema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 206, "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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