Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239301.3537 | 45175.4131 | 194125.9406 | -12888.7125 | -62216.2347 | 49327.5222 |
Total P&L (%) | 239.3014 | 45.1754 | 194.1259 | -12.8887 | -62.2162 | 49.3275 |
Avg Daily Profit (%) | 0.1602 | 0.0303 | 0.13 | -0.0092 | -0.0652 | 0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117675 | -145081 | -93163 | -174393 | -122220 | -128417 |
Profit Factor | 1.2875 | 1.0915 | 1.573 | 0.9861 | 0.8785 | 1.1182 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 59.4203 | 55.3398 | 63.4615 | 59.4203 | 55.3398 | 63.4615 |
Ratio Avg Win / Avg Loss | 0.8793 | 0.8809 | 0.9057 | 0.6735 | 0.709 | 0.6438 |
Largest Winning Trade | 37743 | 37743 | 25121 | 48384 | 48384 | 28636 |
Largest Losing Trade | -69308 | -65747 | -69308 | -115935 | -55128 | -115935 |
Avg Bars in Trades | 85 | 103 | 67 | 85 | 103 | 67 |
Avg Bars in Winners | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Losers | 126 | 160 | 85 | 126 | 160 | 85 |
Bars Traded | 17672 | 10640 | 7032 | 17672 | 10640 | 7032 |
Profit Streak | 23.9141 | 72.0808 | 23.9141 | 23.9141 | 72.0808 | 23.9141 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339570 | -273877 | -16903 | -576967 | -578888 | -248110 |
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{ "first_band": { "type": "dema", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 181, "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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