Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655959.6409 | 601211.3599 | 54748.281 | 2287279.6437 | 5380794.6787 | -3093515.035 |
Total P&L (%) | 655.9596 | 601.2114 | 54.7483 | 2287.2796 | 5380.7947 | -3093.515 |
Avg Daily Profit (%) | 0.2625 | 0.2406 | 0.0219 | 0.127 | 0.1603 | 0 |
Buy And Hold Return (%) | 653.6649 | 653.6649 | 653.6649 | 653.6649 | 653.6649 | 653.6649 |
Max Trade Drawdown | -143808 | -73160 | -151467 | -7133932 | -3540806 | -6744296 |
Profit Factor | 1.5203 | 1.9163 | 1.0905 | 1.0739 | 1.3494 | 0.8009 |
Total Trades | 487 | 244 | 243 | 487 | 244 | 243 |
Winning Trades | 264 | 131 | 133 | 264 | 131 | 133 |
Losing Trades | 223 | 113 | 110 | 223 | 113 | 110 |
Profitability (%) | 54.2094 | 53.6885 | 54.7325 | 54.2094 | 53.6885 | 54.7325 |
Ratio Avg Win / Avg Loss | 1.2842 | 1.653 | 0.902 | 0.9071 | 1.164 | 0.6624 |
Largest Winning Trade | 183739 | 183739 | 32437 | 3273660 | 3273660 | 1138271 |
Largest Losing Trade | -60177 | -33120 | -60177 | -3142810 | -1213309 | -3142810 |
Avg Bars in Trades | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Winners | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Losers | 29 | 32 | 25 | 29 | 32 | 25 |
Bars Traded | 14783 | 7899 | 6884 | 14783 | 7899 | 6884 |
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 | -151593 | -152555 | -450358 | -163464 | 334216 | -579170 |
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{ "first_band": { "type": "dema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 29, "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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