Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686541.6792 | 592075.7701 | 94465.9091 | 444262.5753 | 29248.5759 | 415013.9993 |
Total P&L (%) | 686.5417 | 592.0758 | 94.4659 | 444.2626 | 29.2486 | 415.014 |
Avg Daily Profit (%) | 0.3555 | 0.3066 | 0.0489 | 0.0878 | 0.0133 | 0.0849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116488 | -97824 | -63789 | -308474 | -323605 | -82796 |
Profit Factor | 2.2132 | 2.8327 | 1.389 | 1.3543 | 1.0353 | 1.9745 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 38.2353 | 35.2941 | 41.1765 | 38.2353 | 35.2941 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.5751 | 5.1932 | 1.9843 | 2.1877 | 1.8981 | 2.8208 |
Largest Winning Trade | 353529 | 353529 | 66280 | 237133 | 204801 | 237133 |
Largest Losing Trade | -42559 | -35926 | -42559 | -151110 | -151110 | -64999 |
Avg Bars in Trades | 80 | 91 | 70 | 80 | 91 | 70 |
Avg Bars in Winners | 137 | 146 | 129 | 137 | 146 | 129 |
Avg Bars in Losers | 45 | 61 | 28 | 45 | 61 | 28 |
Bars Traded | 5506 | 3109 | 2397 | 5506 | 3109 | 2397 |
Profit Streak | 48.7079 | 170.3746 | 0 | 48.7079 | 170.3746 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104211 | 359085 | -129287 | -192031 | -363213 | -79282 |
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{ "first_band": { "type": "dema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 22, "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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