Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337152.3608 | 266341.9816 | 70810.3792 | -64682.6604 | 31940.0622 | -96622.7226 |
Total P&L (%) | 337.1524 | 266.342 | 70.8104 | -64.6827 | 31.9401 | -96.6227 |
Avg Daily Profit (%) | 0.1619 | 0.1279 | 0.034 | -0.05 | 0.0133 | -0.1626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130886 | -111005 | -113868 | -764681 | -659135 | -538036 |
Profit Factor | 1.3279 | 1.5849 | 1.1236 | 0.9796 | 1.0214 | 0.9428 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 63.7615 | 62.3853 | 65.1376 | 63.7615 | 62.3853 | 65.1376 |
Ratio Avg Win / Avg Loss | 0.7547 | 0.9556 | 0.6013 | 0.5568 | 0.6159 | 0.5046 |
Largest Winning Trade | 46149 | 46149 | 43182 | 177369 | 177369 | 102048 |
Largest Losing Trade | -94863 | -36683 | -94863 | -311355 | -151803 | -311355 |
Avg Bars in Trades | 112 | 97 | 126 | 112 | 97 | 126 |
Avg Bars in Winners | 78 | 64 | 90 | 78 | 64 | 90 |
Avg Bars in Losers | 172 | 152 | 193 | 172 | 152 | 193 |
Bars Traded | 24450 | 10648 | 13802 | 24450 | 10648 | 13802 |
Profit Streak | 46.6145 | 46.6145 | 63.9478 | 46.6145 | 46.6145 | 63.9478 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379874 | -19206 | -230445 | -576108 | -373701 | -577491 |
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{ "first_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 214, "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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