Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436743.37 | 1358007.7958 | 78735.5743 | 5662513.9564 | 4732905.1228 | 929608.8336 |
Total P&L (%) | 1436.7434 | 1358.0078 | 78.7356 | 5662.514 | 4732.9051 | 929.6088 |
Avg Daily Profit (%) | 0.789 | 0.7457 | 0.0432 | 0.2229 | 0.2132 | 0.1281 |
Buy And Hold Return (%) | 695.7018 | 695.7018 | 695.7018 | 695.7018 | 695.7018 | 695.7018 |
Max Trade Drawdown | -139650 | -90947 | -88111 | -3224677 | -1655690 | -2587190 |
Profit Factor | 3.7779 | 6.1725 | 1.3092 | 1.5756 | 2.0112 | 1.1802 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 37.1429 | 37.1429 | 37.1429 | 37.1429 | 37.1429 | 37.1429 |
Ratio Avg Win / Avg Loss | 6.3933 | 10.4457 | 2.2155 | 2.6664 | 3.4036 | 1.9973 |
Largest Winning Trade | 632709 | 632709 | 70782 | 2975629 | 2545466 | 2975629 |
Largest Losing Trade | -34764 | -34764 | -29190 | -1122582 | -1122582 | -1109595 |
Avg Bars in Trades | 99 | 106 | 93 | 99 | 106 | 93 |
Avg Bars in Winners | 182 | 202 | 161 | 182 | 202 | 161 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 6997 | 3729 | 3268 | 6997 | 3729 | 3268 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90261 | 324430 | -304692 | -92665 | 245930 | -108885 |
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{ "first_band": { "type": "dema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "wma", "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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