Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113174.6186 | 23962.0848 | 89212.5339 | 175166.3005 | 44649.108 | 130517.1925 |
Total P&L (%) | 113.1746 | 23.9621 | 89.2125 | 175.1663 | 44.6491 | 130.5172 |
Avg Daily Profit (%) | 0.4346 | 0.092 | 0.3426 | 0.3894 | 0.1418 | 0.3212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25547 | -22796 | -12531 | -40318 | -33689 | -27273 |
Profit Factor | 2.081 | 1.3482 | 3.4862 | 2.0257 | 1.42 | 3.0243 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 68.0556 | 58.3333 | 77.7778 | 68.0556 | 58.3333 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.9768 | 0.963 | 0.9961 | 0.9508 | 1.0143 | 0.8641 |
Largest Winning Trade | 13779 | 13779 | 13524 | 22850 | 18495 | 22850 |
Largest Losing Trade | -13218 | -13218 | -10601 | -22767 | -19245 | -22767 |
Avg Bars in Trades | 341 | 381 | 302 | 341 | 381 | 302 |
Avg Bars in Winners | 258 | 288 | 236 | 258 | 288 | 236 |
Avg Bars in Losers | 518 | 512 | 531 | 518 | 512 | 531 |
Bars Traded | 24609 | 13733 | 10876 | 24609 | 13733 | 10876 |
Profit Streak | 1.2867 | 1.2867 | 7.2763 | 1.2867 | 1.2867 | 7.2763 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74063 | -78665 | 562127 | -74556 | -7673 | 523463 |
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{ "first_band": { "type": "dema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 125, "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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