Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223399.5526 | 1052711.9679 | 170687.5847 | 3989857.4182 | 83795.9061 | 3906061.5122 |
Total P&L (%) | 1223.3996 | 1052.712 | 170.6876 | 3989.8574 | 83.7959 | 3906.0615 |
Avg Daily Profit (%) | 0.5126 | 0.4411 | 0.0715 | 0.1556 | 0.0255 | 0.1547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180208 | -128385 | -135940 | -24006221 | -18001050 | -9931412 |
Profit Factor | 2.9934 | 4.3311 | 1.5733 | 1.0905 | 1.0032 | 1.2195 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 47.3118 | 46.8085 | 47.8261 | 47.3118 | 46.8085 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.3335 | 4.9218 | 1.7164 | 1.2144 | 1.14 | 1.3304 |
Largest Winning Trade | 466781 | 466781 | 71145 | 13272497 | 13272497 | 8291699 |
Largest Losing Trade | -45114 | -38196 | -45114 | -7391296 | -7391296 | -4472431 |
Avg Bars in Trades | 74 | 64 | 83 | 74 | 64 | 83 |
Avg Bars in Winners | 116 | 97 | 135 | 116 | 97 | 135 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 6915 | 3053 | 3863 | 6915 | 3053 | 3863 |
Profit Streak | 17.6764 | 20.343 | 0 | 17.6764 | 20.343 | 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 | 583057 | 604691 | -95356 | -113573 | -376426 | 232954 |
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{ "first_band": { "type": "fwma", "factors": { "length": 85, "offset": 101 } }, "second_band": { "type": "dema", "factors": { "length": 55, "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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