Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660742.9947 | 383069.423 | 277673.5717 | 4457837.1747 | 729126.5768 | 3728710.5979 |
Total P&L (%) | 660.743 | 383.0694 | 277.6736 | 4457.8372 | 729.1266 | 3728.7106 |
Avg Daily Profit (%) | 0.3702 | 0.2146 | 0.1556 | 0.2142 | 0.1186 | 0.2044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66207 | -75773 | -66133 | -1299979 | -1401900 | -685914 |
Profit Factor | 2.7793 | 3.0511 | 2.5043 | 1.9033 | 1.2378 | 2.996 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 60.274 | 55.5556 | 64.8649 | 60.274 | 55.5556 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.8318 | 2.4409 | 1.3565 | 1.2545 | 0.9902 | 1.6228 |
Largest Winning Trade | 229140 | 229140 | 47905 | 737092 | 471407 | 737092 |
Largest Losing Trade | -66207 | -66207 | -40666 | -1252729 | -1252729 | -531506 |
Avg Bars in Trades | 45 | 54 | 36 | 45 | 54 | 36 |
Avg Bars in Winners | 51 | 68 | 37 | 51 | 68 | 37 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 3306 | 1968 | 1338 | 3306 | 1968 | 1338 |
Profit Streak | 192.0861 | 192.0861 | 312.0861 | 192.0861 | 192.0861 | 312.0861 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58512 | 535759 | 512804 | -62647 | -34953 | 616994 |
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{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 89, "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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