Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259976.0654 | 1250103.8482 | 9872.2171 | -15555.7229 | 165769.7253 | -181325.4481 |
Total P&L (%) | 1259.9761 | 1250.1038 | 9.8722 | -15.5557 | 165.7697 | -181.3254 |
Avg Daily Profit (%) | 0.7058 | 0.7002 | 0.0055 | -0.0095 | 0.0548 | 0 |
Buy And Hold Return (%) | 172.3193 | 172.3193 | 172.3193 | 172.3193 | 172.3193 | 172.3193 |
Max Trade Drawdown | -164819 | -86230 | -219346 | -218382 | -74401 | -287209 |
Profit Factor | 2.3854 | 4.3448 | 1.0184 | 0.9812 | 1.6131 | 0.6735 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 45.7895 | 41.0526 | 50.5263 | 45.7895 | 41.0526 | 50.5263 |
Ratio Avg Win / Avg Loss | 2.824 | 6.2387 | 0.9972 | 1.1616 | 2.3162 | 0.6594 |
Largest Winning Trade | 1026099 | 1026099 | 68174 | 130166 | 130166 | 40774 |
Largest Losing Trade | -95382 | -24442 | -95382 | -137554 | -18944 | -137554 |
Avg Bars in Trades | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Winners | 51 | 44 | 57 | 51 | 44 | 57 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 6913 | 2937 | 3976 | 6913 | 2937 | 3976 |
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 | 585428 | 570514 | -553367 | -579753 | -286287 | -581010 |
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{ "first_band": { "type": "fwma", "factors": { "length": 127, "offset": 51 } }, "second_band": { "type": "dema", "factors": { "length": 92, "offset": 0 } } }
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# | 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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