Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75370.633 | 51850.8309 | 23519.8021 | 79925.7847 | 52175.887 | 27749.8977 |
Total P&L (%) | 75.3706 | 51.8508 | 23.5198 | 79.9258 | 52.1759 | 27.7499 |
Avg Daily Profit (%) | 0.2894 | 0.1991 | 0.0903 | 0.2258 | 0.1614 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41838 | -27361 | -32007 | -41837 | -28261 | -32244 |
Profit Factor | 1.3381 | 1.4739 | 1.2072 | 1.3562 | 1.4819 | 1.239 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 67.9612 | 68.932 | 66.9903 | 67.9612 | 68.932 | 66.9903 |
Ratio Avg Win / Avg Loss | 0.6308 | 0.6643 | 0.5949 | 0.6393 | 0.6679 | 0.6105 |
Largest Winning Trade | 11855 | 11855 | 9036 | 14463 | 14463 | 12664 |
Largest Losing Trade | -22028 | -13519 | -22028 | -24597 | -13309 | -24597 |
Avg Bars in Trades | 118 | 116 | 120 | 118 | 116 | 120 |
Avg Bars in Winners | 89 | 81 | 97 | 89 | 81 | 97 |
Avg Bars in Losers | 180 | 192 | 168 | 180 | 192 | 168 |
Bars Traded | 24416 | 11966 | 12450 | 24416 | 11966 | 12450 |
Profit Streak | 9.4076 | 0 | 9.5534 | 9.4076 | 0 | 9.5534 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349659 | 249835 | -77607 | 334054 | 240756 | -71154 |
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{ "first_band": { "type": "dema", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 58, "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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