Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198570.5779 | 113997.2921 | 84573.2858 | 322963.9397 | 237761.3724 | 85202.5673 |
Total P&L (%) | 198.5706 | 113.9973 | 84.5733 | 322.9639 | 237.7614 | 85.2026 |
Avg Daily Profit (%) | 0.3813 | 0.2189 | 0.1624 | 0.2773 | 0.234 | 0.1184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53047 | -52597 | -47142 | -174866 | -175622 | -193347 |
Profit Factor | 1.4147 | 1.5186 | 1.3266 | 1.2261 | 1.3577 | 1.1116 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Profitability (%) | 49.3976 | 50.8065 | 48 | 49.3976 | 50.8065 | 48 |
Ratio Avg Win / Avg Loss | 1.4492 | 1.4703 | 1.4371 | 1.256 | 1.3146 | 1.2042 |
Largest Winning Trade | 43828 | 43828 | 22896 | 122509 | 122509 | 62902 |
Largest Losing Trade | -14798 | -14798 | -13632 | -54235 | -54235 | -41569 |
Avg Bars in Trades | 98 | 99 | 96 | 98 | 99 | 96 |
Avg Bars in Winners | 116 | 115 | 117 | 116 | 115 | 117 |
Avg Bars in Losers | 79 | 83 | 76 | 79 | 83 | 76 |
Bars Traded | 24432 | 12381 | 12051 | 24432 | 12381 | 12051 |
Profit Streak | 6.6002 | 0 | 7.4543 | 6.6002 | 0 | 7.4543 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401180 | 306456 | 239633 | 327686 | 275715 | -133639 |
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{ "first_band": { "type": "dema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 79, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 79, "offset": 0, "poles": 3 } } }
# | 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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