Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778109.544 | 558264.9364 | 219844.6077 | 3189877.2981 | 1896745.8394 | 1293131.4587 |
Total P&L (%) | 778.1095 | 558.2649 | 219.8446 | 3189.8773 | 1896.7458 | 1293.1315 |
Avg Daily Profit (%) | 0.409 | 0.2934 | 0.1156 | 0.1838 | 0.1575 | 0.1386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100121 | -158552 | -75743 | -3961897 | -5116683 | -3142724 |
Profit Factor | 2.2374 | 2.431 | 1.9209 | 1.1959 | 1.1906 | 1.2043 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 36.4486 | 35.1852 | 37.7358 | 36.4486 | 35.1852 | 37.7358 |
Ratio Avg Win / Avg Loss | 3.901 | 4.4781 | 3.1695 | 2.0852 | 2.1933 | 1.9871 |
Largest Winning Trade | 219744 | 219744 | 56114 | 2807676 | 2807676 | 1425776 |
Largest Losing Trade | -32413 | -32413 | -26738 | -1208163 | -1208163 | -956834 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 63 | 69 | 57 | 63 | 69 | 57 |
Avg Bars in Losers | 16 | 19 | 13 | 16 | 19 | 13 |
Bars Traded | 3582 | 1999 | 1584 | 3582 | 1999 | 1584 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327485 | -172626 | -219630 | -959 | -188149 | -191589 |
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{ "first_band": { "type": "dema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 188, "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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