Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2607912.9206 | 2507191.2261 | 100721.6945 | 6951495.6958 | 14377239.1693 | -7425743.4735 |
Total P&L (%) | 2607.9129 | 2507.1912 | 100.7217 | 6951.4957 | 14377.2392 | -7425.7435 |
Avg Daily Profit (%) | 1.1763 | 1.1309 | 0.0454 | 0.1921 | 0.2247 | 0 |
Buy And Hold Return (%) | 790.9174 | 790.9174 | 790.9174 | 790.9174 | 790.9174 | 790.9174 |
Max Trade Drawdown | -174055 | -104328 | -139817 | -20769560 | -12283674 | -14172874 |
Profit Factor | 3.7521 | 6.0288 | 1.2243 | 1.0887 | 1.3442 | 0.7972 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 35.7576 | 37.3494 | 34.1463 | 35.7576 | 37.3494 | 34.1463 |
Ratio Avg Win / Avg Loss | 6.741 | 10.1129 | 2.3611 | 1.9559 | 2.2548 | 1.5375 |
Largest Winning Trade | 2149465 | 2149465 | 47756 | 22207523 | 22207523 | 3745171 |
Largest Losing Trade | -51462 | -30847 | -51462 | -11960165 | -3574399 | -11960165 |
Avg Bars in Trades | 26 | 29 | 22 | 26 | 29 | 22 |
Avg Bars in Winners | 47 | 55 | 40 | 47 | 55 | 40 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4337 | 2459 | 1878 | 4337 | 2459 | 1878 |
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 | 472645 | 505713 | -307621 | -118301 | 170631 | -588345 |
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{ "first_band": { "type": "dema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 7, "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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