Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375195.1873 | 392219.8819 | -17024.6946 | 25983.1394 | 262869.6172 | -236886.4779 |
Total P&L (%) | 375.1952 | 392.2199 | -17.0247 | 25.9831 | 262.8696 | -236.8865 |
Avg Daily Profit (%) | 0.1954 | 0.2043 | -0.0089 | 0.012 | 0.0672 | 0 |
Buy And Hold Return (%) | 12.0525 | 12.0525 | 12.0525 | 12.0525 | 12.0525 | 12.0525 |
Max Trade Drawdown | -133888 | -102332 | -84729 | -453868 | -378835 | -384141 |
Profit Factor | 1.689 | 2.8357 | 0.9485 | 1.0143 | 1.3853 | 0.7902 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 43.4783 | 41.1765 | 45.7143 | 43.4783 | 41.1765 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.1957 | 4.0511 | 1.1264 | 1.3186 | 1.979 | 0.9384 |
Largest Winning Trade | 208892 | 208892 | 60716 | 356125 | 356125 | 179656 |
Largest Losing Trade | -49765 | -25382 | -49765 | -231577 | -112881 | -231577 |
Avg Bars in Trades | 161 | 148 | 174 | 161 | 148 | 174 |
Avg Bars in Winners | 226 | 195 | 253 | 226 | 195 | 253 |
Avg Bars in Losers | 111 | 115 | 108 | 111 | 115 | 108 |
Bars Traded | 11154 | 5044 | 6110 | 11154 | 5044 | 6110 |
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 | -98031 | 346397 | -580787 | -496178 | -105003 | -582454 |
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{ "first_band": { "type": "dema", "factors": { "length": 199, "offset": 153 } }, "second_band": { "type": "pwma", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 199, "offset": 153 } }, "second_band": { "type": "pwma", "factors": { "length": 87, "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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