Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -116340.1089 | 178790.3122 | -295130.4211 | 3485412.5086 | 1495783.7227 | 1989628.7859 |
Total P&L (%) | -116.3401 | 178.7903 | -295.1304 | 3485.4125 | 1495.7837 | 1989.6288 |
Avg Daily Profit (%) | -0.0536 | 0.0823 | -0.1359 | 0.165 | 0.1276 | 0.1401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -614107 | -100108 | -592402 | -1280350 | -1161624 | -727564 |
Profit Factor | 0.8998 | 1.4988 | 0.6323 | 1.6768 | 1.5889 | 1.7623 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 105 | 48 | 57 | 103 | 48 | 55 |
Losing Trades | 30 | 19 | 11 | 32 | 19 | 13 |
Profitability (%) | 77.7778 | 71.6418 | 83.8235 | 76.2963 | 71.6418 | 80.8824 |
Ratio Avg Win / Avg Loss | 0.2571 | 0.5933 | 0.122 | 0.5209 | 0.6289 | 0.4165 |
Largest Winning Trade | 64694 | 64694 | 42772 | 656724 | 352301 | 656724 |
Largest Losing Trade | -505926 | -49076 | -505926 | -727564 | -397582 | -727564 |
Avg Bars in Trades | 45 | 49 | 41 | 45 | 49 | 41 |
Avg Bars in Winners | 28 | 32 | 24 | 30 | 34 | 26 |
Avg Bars in Losers | 106 | 95 | 125 | 93 | 88 | 101 |
Bars Traded | 6137 | 3348 | 2789 | 6137 | 3348 | 2789 |
Profit Streak | 152.8149 | 186.1482 | 152.8149 | 152.8149 | 186.1482 | 152.8149 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574979 | -195840 | -684285 | 494776 | -134468 | -108868 |
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{ "first_band": { "type": "dema", "factors": { "length": 9, "offset": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 9, "offset": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 140, "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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