Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224793.0171 | 63661.5062 | 161131.5109 | 26698.9575 | -360963.6092 | 387662.5667 |
Total P&L (%) | 224.793 | 63.6615 | 161.1315 | 26.699 | -360.9636 | 387.6626 |
Avg Daily Profit (%) | 0.1733 | 0.0491 | 0.1242 | 0.0182 | 0 | 0.1222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122087 | -115857 | -66155 | -480366 | -532926 | -163154 |
Profit Factor | 1.3384 | 1.1385 | 1.7876 | 1.0154 | 0.708 | 1.7747 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 50.9804 | 49.3506 | 52.6316 | 50.9804 | 49.3506 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.287 | 1.1685 | 1.6088 | 0.9763 | 0.7266 | 1.5972 |
Largest Winning Trade | 97208 | 97208 | 44220 | 170178 | 117875 | 170178 |
Largest Losing Trade | -52921 | -52921 | -37085 | -146347 | -146347 | -63577 |
Avg Bars in Trades | 24 | 29 | 20 | 24 | 29 | 20 |
Avg Bars in Winners | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Losers | 25 | 35 | 15 | 25 | 35 | 15 |
Bars Traded | 3773 | 2244 | 1529 | 3773 | 2244 | 1529 |
Profit Streak | 0 | 0 | 27.3339 | 0 | 0 | 27.3339 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321063 | -237883 | -72068 | -375956 | -622710 | -74755 |
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{ "first_band": { "type": "dema", "factors": { "length": 71, "offset": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 71, "offset": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 24, "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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