Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74079.3342 | -1727.5576 | 75806.8917 | 81532.2553 | -6989.2028 | 88521.4581 |
Total P&L (%) | 74.0793 | -1.7276 | 75.8069 | 81.5323 | -6.9892 | 88.5215 |
Avg Daily Profit (%) | 0.2845 | -0.0066 | 0.2911 | 0.2292 | -0.0278 | 0.2438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29887 | -31422 | -14647 | -32837 | -36147 | -20871 |
Profit Factor | 1.4684 | 0.9846 | 2.6542 | 1.3659 | 0.9545 | 2.2792 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 74.1071 | 67.8571 | 80.3571 | 74.1071 | 67.8571 | 80.3571 |
Ratio Avg Win / Avg Loss | 0.5131 | 0.4664 | 0.6488 | 0.4773 | 0.4521 | 0.5571 |
Largest Winning Trade | 8012 | 8012 | 7011 | 10265 | 10265 | 9188 |
Largest Losing Trade | -28333 | -28333 | -10848 | -31053 | -31053 | -16530 |
Avg Bars in Trades | 220 | 248 | 193 | 220 | 248 | 193 |
Avg Bars in Winners | 129 | 133 | 126 | 129 | 133 | 126 |
Avg Bars in Losers | 482 | 490 | 468 | 482 | 490 | 468 |
Bars Traded | 24728 | 13899 | 10829 | 24728 | 13899 | 10829 |
Profit Streak | 2.1556 | 2.1556 | 16.7493 | 2.1556 | 2.1556 | 16.7493 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324264 | -761383 | -165362 | 284722 | -761383 | -166490 |
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{ "first_band": { "type": "dema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 218, "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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