Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2671669.2607 | 2575321.8321 | 96347.4286 | 4906888.8194 | 4558566.2879 | 348322.5315 |
Total P&L (%) | 2671.6693 | 2575.3218 | 96.3474 | 4906.8888 | 4558.5663 | 348.3225 |
Avg Daily Profit (%) | 1.2829 | 1.2366 | 0.0463 | 0.1881 | 0.1846 | 0.0721 |
Buy And Hold Return (%) | 462.1285 | 462.1285 | 462.1285 | 462.1285 | 462.1285 | 462.1285 |
Max Trade Drawdown | -79705 | -70982 | -62063 | -11240575 | -7100388 | -7733462 |
Profit Factor | 4.1464 | 7.1377 | 1.2243 | 1.0734 | 1.1389 | 1.0102 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Profitability (%) | 29.9539 | 29.3578 | 30.5556 | 29.9539 | 29.3578 | 30.5556 |
Ratio Avg Win / Avg Loss | 9.6963 | 17.175 | 2.7825 | 2.5101 | 2.7405 | 2.296 |
Largest Winning Trade | 2410234 | 2410234 | 46638 | 7658444 | 7658444 | 3440500 |
Largest Losing Trade | -27460 | -17457 | -27460 | -3579042 | -1864131 | -3579042 |
Avg Bars in Trades | 114 | 108 | 120 | 114 | 108 | 120 |
Avg Bars in Winners | 263 | 235 | 290 | 263 | 235 | 290 |
Avg Bars in Losers | 50 | 55 | 45 | 50 | 55 | 45 |
Bars Traded | 24829 | 11797 | 13032 | 24829 | 11797 | 13032 |
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 | 471475 | 368980 | -303993 | -137587 | -69594 | -478475 |
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{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 114, "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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