Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1910710.9852 | 1676619.7649 | 234091.2204 | 12024922.2275 | -13272096.515 | 25297018.7425 |
Total P&L (%) | 1910.711 | 1676.6198 | 234.0912 | 12024.9222 | -13272.0965 | 25297.0187 |
Avg Daily Profit (%) | 0.9175 | 0.8051 | 0.1124 | 0.2307 | 0 | 0.2662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119535 | -74886 | -44649 | -33542012 | -24287608 | -11713880 |
Profit Factor | 4.6133 | 6.6896 | 1.9999 | 1.1387 | 0.7449 | 1.7298 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 36.4583 | 29.1667 | 43.75 | 36.4583 | 29.1667 | 43.75 |
Ratio Avg Win / Avg Loss | 8.0403 | 16.2462 | 2.5713 | 1.9846 | 1.8091 | 2.2241 |
Largest Winning Trade | 1490306 | 1490306 | 63331 | 17707310 | 12974308 | 17707310 |
Largest Losing Trade | -29749 | -29749 | -23425 | -13585478 | -13585478 | -7515200 |
Avg Bars in Trades | 254 | 212 | 295 | 254 | 212 | 295 |
Avg Bars in Winners | 534 | 495 | 561 | 534 | 495 | 561 |
Avg Bars in Losers | 93 | 96 | 89 | 93 | 96 | 89 |
Bars Traded | 24408 | 10214 | 14194 | 24408 | 10214 | 14194 |
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 | 567683 | 372123 | -41469 | -63549 | -589362 | 343473 |
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{ "first_band": { "type": "wma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 154, "offset": 0 } } }
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# | 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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