Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -568932.7673 | -137742.7194 | -431190.0479 | -98217.3055 | 1274198.5195 | -1372415.825 |
Total P&L (%) | -568.9328 | -137.7427 | -431.19 | -98.2173 | 1274.1985 | -1372.4158 |
Avg Daily Profit (%) | -0.3838 | -0.0929 | -0.2909 | -0.2713 | 0.1769 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -724880 | -242609 | -521828 | -1621996 | -197029 | -1666695 |
Profit Factor | 0.4651 | 0.6263 | 0.3796 | 0.9546 | 3.8998 | 0.2035 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 67 | 29 | 38 | 53 | 28 | 25 |
Losing Trades | 24 | 16 | 8 | 38 | 17 | 21 |
Profitability (%) | 73.6264 | 64.4444 | 82.6087 | 58.2418 | 62.2222 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.1666 | 0.3455 | 0.0799 | 0.6844 | 2.3677 | 0.1709 |
Largest Winning Trade | 34334 | 28141 | 34334 | 1028573 | 1028573 | 165066 |
Largest Losing Trade | -381711 | -75457 | -381711 | -988192 | -106464 | -988192 |
Avg Bars in Trades | 191 | 250 | 133 | 191 | 250 | 133 |
Avg Bars in Winners | 68 | 67 | 69 | 207 | 265 | 143 |
Avg Bars in Losers | 534 | 580 | 440 | 169 | 225 | 123 |
Bars Traded | 17427 | 11264 | 6163 | 17427 | 11264 | 6163 |
Profit Streak | 38.6568 | 85.9902 | 38.6568 | 38.6568 | 85.9902 | 38.6568 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575687 | -577343 | -575573 | -577959 | 647114 | -579152 |
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{ "first_band": { "type": "dema", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 102, "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) |
---|