Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296901.2907 | 191638.5413 | 105262.7494 | 80494.0833 | 75175.9412 | 5318.1421 |
Total P&L (%) | 296.9013 | 191.6385 | 105.2627 | 80.4941 | 75.1759 | 5.3181 |
Avg Daily Profit (%) | 0.1581 | 0.102 | 0.056 | 0.0314 | 0.0298 | 0.0028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183859 | -112354 | -136543 | -153735 | -59535 | -109764 |
Profit Factor | 1.4736 | 1.5317 | 1.3951 | 1.2632 | 1.4828 | 1.0354 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 58.7838 | 54.0541 | 63.5135 | 58.7838 | 54.0541 | 63.5135 |
Ratio Avg Win / Avg Loss | 1.0332 | 1.302 | 0.8014 | 0.8857 | 1.2604 | 0.5948 |
Largest Winning Trade | 92447 | 92447 | 49547 | 54861 | 54861 | 21597 |
Largest Losing Trade | -68268 | -43412 | -68268 | -89206 | -35189 | -89206 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 3628 | 1822 | 1806 | 3628 | 1822 | 1806 |
Profit Streak | 0 | 0 | 18.023 | 0 | 0 | 18.023 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367759 | -118660 | -180679 | -150884 | -215183 | -599732 |
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{ "first_band": { "type": "dema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 14, "offset": 0 } } }
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# | 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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