Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479931.8306 | 407934.1977 | 71997.6329 | 385900.3086 | 261376.4575 | 124523.8511 |
Total P&L (%) | 479.9318 | 407.9342 | 71.9976 | 385.9003 | 261.3765 | 124.5239 |
Avg Daily Profit (%) | 0.3399 | 0.2889 | 0.051 | 0.112 | 0.091 | 0.0573 |
Buy And Hold Return (%) | 63.6291 | 63.6291 | 63.6291 | 63.6291 | 63.6291 | 63.6291 |
Max Trade Drawdown | -120994 | -95581 | -115926 | -266974 | -219765 | -134073 |
Profit Factor | 1.8174 | 2.4343 | 1.2378 | 1.3876 | 1.4534 | 1.2972 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5578 | 2.0865 | 1.061 | 1.1894 | 1.2458 | 1.1119 |
Largest Winning Trade | 181639 | 181639 | 61590 | 229311 | 229311 | 138561 |
Largest Losing Trade | -65583 | -41072 | -65583 | -86824 | -86824 | -67846 |
Avg Bars in Trades | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Winners | 55 | 65 | 46 | 55 | 65 | 46 |
Avg Bars in Losers | 46 | 42 | 50 | 46 | 42 | 50 |
Bars Traded | 5361 | 2845 | 2516 | 5361 | 2845 | 2516 |
Profit Streak | 484.4203 | 0 | 542.9203 | 484.4203 | 0 | 542.9203 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490474 | -166930 | -428573 | -42090 | -252096 | -302115 |
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{ "first_band": { "type": "dema", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 38, "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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