Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934869.5238 | 802096.4163 | 132773.1075 | 13584877.2137 | 13188376.6269 | 396500.5868 |
Total P&L (%) | 934.8695 | 802.0964 | 132.7731 | 13584.8772 | 13188.3766 | 396.5006 |
Avg Daily Profit (%) | 0.3739 | 0.3208 | 0.0531 | 0.1969 | 0.1957 | 0.0641 |
Buy And Hold Return (%) | 801.2973 | 801.2973 | 801.2973 | 801.2973 | 801.2973 | 801.2973 |
Max Trade Drawdown | -89457 | -53393 | -82768 | -3618789 | -1967192 | -3468337 |
Profit Factor | 3.8057 | 7.1497 | 1.6548 | 2.328 | 3.8407 | 1.071 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 57.6271 | 56.6667 | 58.6207 | 57.6271 | 56.6667 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.7983 | 5.4675 | 1.1681 | 1.7118 | 2.937 | 0.756 |
Largest Winning Trade | 370597 | 370597 | 48708 | 8017637 | 8017637 | 1333099 |
Largest Losing Trade | -62228 | -19454 | -62228 | -2508185 | -1512918 | -2508185 |
Avg Bars in Trades | 121 | 128 | 112 | 121 | 128 | 112 |
Avg Bars in Winners | 139 | 135 | 142 | 139 | 135 | 142 |
Avg Bars in Losers | 96 | 120 | 70 | 96 | 120 | 70 |
Bars Traded | 7140 | 3864 | 3276 | 7140 | 3864 | 3276 |
Profit Streak | 161.9695 | 161.9695 | 306.9695 | 161.9695 | 161.9695 | 306.9695 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -274602 | -146086 | -283349 | -164684 | 602230 | -414818 |
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{ "first_band": { "type": "dema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 50, "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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