Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743483.2996 | 685842.9564 | 57640.3433 | 3789777.0242 | 4376102.077 | -586325.0529 |
Total P&L (%) | 743.4833 | 685.843 | 57.6403 | 3789.777 | 4376.1021 | -586.3251 |
Avg Daily Profit (%) | 0.2974 | 0.2743 | 0.0231 | 0.1465 | 0.1522 | 0 |
Buy And Hold Return (%) | 752.3907 | 752.3907 | 752.3907 | 752.3907 | 752.3907 | 752.3907 |
Max Trade Drawdown | -95036 | -56059 | -78441 | -1588489 | -933087 | -1535518 |
Profit Factor | 3.0162 | 6.3161 | 1.2404 | 1.8474 | 3.5496 | 0.7873 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 47.4576 | 53.3333 | 41.3793 | 47.4576 | 53.3333 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.3394 | 5.5266 | 1.7573 | 2.0453 | 3.1059 | 1.1153 |
Largest Winning Trade | 272282 | 272282 | 60697 | 2330782 | 2330782 | 492571 |
Largest Losing Trade | -47490 | -21031 | -47490 | -738773 | -360800 | -738773 |
Avg Bars in Trades | 160 | 156 | 164 | 160 | 156 | 164 |
Avg Bars in Winners | 222 | 215 | 231 | 222 | 215 | 231 |
Avg Bars in Losers | 104 | 89 | 117 | 104 | 89 | 117 |
Bars Traded | 9468 | 4693 | 4775 | 9468 | 4693 | 4775 |
Profit Streak | 73.9695 | 106.7195 | 0 | 73.9695 | 106.7195 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -331076 | -147630 | -330419 | -174729 | 522619 | -582518 |
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{ "first_band": { "type": "dema", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 72, "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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