Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468292.5636 | 439509.838 | 28782.7256 | -19985.5075 | 177695.9425 | -197681.45 |
Total P&L (%) | 468.2926 | 439.5098 | 28.7827 | -19.9855 | 177.6959 | -197.6815 |
Avg Daily Profit (%) | 0.1992 | 0.187 | 0.0122 | -0.0095 | 0.0435 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154558 | -142915 | -156804 | -386625 | -287158 | -366292 |
Profit Factor | 1.2502 | 1.4233 | 1.0345 | 0.9914 | 1.147 | 0.8212 |
Total Trades | 527 | 264 | 263 | 527 | 264 | 263 |
Winning Trades | 241 | 117 | 124 | 241 | 117 | 124 |
Losing Trades | 286 | 147 | 139 | 286 | 147 | 139 |
Profitability (%) | 45.7306 | 44.3182 | 47.1483 | 45.7306 | 44.3182 | 47.1483 |
Ratio Avg Win / Avg Loss | 1.4836 | 1.7883 | 1.1597 | 1.1765 | 1.4411 | 0.9205 |
Largest Winning Trade | 236321 | 236321 | 40722 | 303918 | 303918 | 80695 |
Largest Losing Trade | -49176 | -38646 | -49176 | -206504 | -108609 | -206504 |
Avg Bars in Trades | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Winners | 31 | 34 | 28 | 31 | 34 | 28 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 13950 | 7700 | 6250 | 13950 | 7700 | 6250 |
Profit Streak | 5.2753 | 5.2753 | 7.2753 | 5.2753 | 5.2753 | 7.2753 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358027 | 326278 | -361570 | -576559 | -194070 | -580107 |
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{ "first_band": { "type": "dema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 17, "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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