Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33798.4717 | 4268.4059 | 29530.0658 | 32764.051 | -3619.0861 | 36383.1371 |
Total P&L (%) | 33.7985 | 4.2684 | 29.5301 | 32.7641 | -3.6191 | 36.3831 |
Avg Daily Profit (%) | 0.649 | 0.082 | 0.567 | 0.5457 | -0.0708 | 0.5976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22324 | -21702 | -14694 | -34228 | -32985 | -16235 |
Profit Factor | 1.3741 | 1.0747 | 1.89 | 1.2675 | 0.954 | 1.83 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 65.5914 | 65.9574 | 65.2174 | 65.5914 | 65.9574 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.7209 | 0.5547 | 1.008 | 0.6649 | 0.4924 | 0.976 |
Largest Winning Trade | 8757 | 8203 | 8757 | 11054 | 8558 | 11054 |
Largest Losing Trade | -13509 | -13509 | -10355 | -19986 | -19986 | -11612 |
Avg Bars in Trades | 258 | 294 | 221 | 258 | 294 | 221 |
Avg Bars in Winners | 157 | 175 | 138 | 157 | 175 | 138 |
Avg Bars in Losers | 451 | 526 | 376 | 451 | 526 | 376 |
Bars Traded | 24044 | 13857 | 10187 | 24044 | 13857 | 10187 |
Profit Streak | 3.0584 | 3.7917 | 0 | 3.0584 | 3.7917 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 250271 | -389218 | 362561 | 191720 | -580639 | 329730 |
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{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 242, "offset": 103 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 242, "offset": 103 } } }
# | 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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