Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 864819.744 | 742205.9375 | 122613.8064 | 1277254.2019 | 602373.74 | 674880.4619 |
Total P&L (%) | 864.8197 | 742.2059 | 122.6138 | 1277.2542 | 602.3737 | 674.8805 |
Avg Daily Profit (%) | 0.3641 | 0.3124 | 0.0516 | 0.1105 | 0.0821 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118421 | -113928 | -98596 | -3093201 | -2576229 | -1418297 |
Profit Factor | 1.8414 | 2.2212 | 1.2918 | 1.0896 | 1.0667 | 1.1292 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 38.7755 | 37.8378 | 39.726 | 38.7755 | 37.8378 | 39.726 |
Ratio Avg Win / Avg Loss | 2.9074 | 3.6491 | 1.96 | 1.7205 | 1.7525 | 1.7133 |
Largest Winning Trade | 232551 | 232551 | 65205 | 1775587 | 1775587 | 1280621 |
Largest Losing Trade | -35423 | -35423 | -31210 | -1316820 | -1316820 | -612341 |
Avg Bars in Trades | 63 | 72 | 54 | 63 | 72 | 54 |
Avg Bars in Winners | 104 | 115 | 93 | 104 | 115 | 93 |
Avg Bars in Losers | 36 | 45 | 27 | 36 | 45 | 27 |
Bars Traded | 9282 | 5334 | 3948 | 9282 | 5334 | 3948 |
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 | 322482 | -55961 | -198793 | -169903 | -298133 | -230669 |
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{ "first_band": { "type": "dema", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 49, "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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