Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503026.8981 | 462762.3935 | 40264.5047 | 179880.9605 | 293395.4163 | -113514.4559 |
Total P&L (%) | 503.0269 | 462.7624 | 40.2645 | 179.881 | 293.3954 | -113.5145 |
Avg Daily Profit (%) | 0.2766 | 0.2545 | 0.0221 | 0.0566 | 0.0753 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84641 | -81615 | -77101 | -382016 | -223405 | -202042 |
Profit Factor | 1.9937 | 2.951 | 1.1497 | 1.1436 | 1.5011 | 0.8298 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 45.8824 | 38.0952 | 53.4884 | 45.8824 | 38.0952 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.3516 | 4.7954 | 0.9997 | 1.3489 | 2.4392 | 0.7216 |
Largest Winning Trade | 279366 | 279366 | 72173 | 428350 | 428350 | 105447 |
Largest Losing Trade | -47824 | -47824 | -38986 | -97294 | -68357 | -97294 |
Avg Bars in Trades | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Winners | 54 | 45 | 60 | 54 | 45 | 60 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 3262 | 1460 | 1802 | 3262 | 1460 | 1802 |
Profit Streak | 18.9262 | 0 | 21.4262 | 18.9262 | 0 | 21.4262 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419998 | 328891 | -221984 | -180685 | -94507 | -579724 |
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{ "first_band": { "type": "fwma", "factors": { "length": 219, "offset": 61 } }, "second_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 219, "offset": 61 } }, "second_band": { "type": "dema", "factors": { "length": 57, "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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