Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151276.581 | 75590.4507 | 75686.1303 | 230936.9451 | 141450.595 | 89486.3501 |
Total P&L (%) | 151.2766 | 75.5905 | 75.6861 | 230.9369 | 141.4506 | 89.4864 |
Avg Daily Profit (%) | 0.5809 | 0.2903 | 0.2906 | 0.4606 | 0.3391 | 0.2457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40618 | -50485 | -25239 | -64775 | -44694 | -61305 |
Profit Factor | 1.5046 | 1.4643 | 1.5525 | 1.514 | 1.6161 | 1.4073 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 39.7059 | 37.2549 | 42.1569 | 39.7059 | 37.2549 | 42.1569 |
Ratio Avg Win / Avg Loss | 2.2848 | 2.4663 | 2.1302 | 2.299 | 2.7219 | 1.9309 |
Largest Winning Trade | 38688 | 38688 | 17812 | 45638 | 45638 | 31970 |
Largest Losing Trade | -12879 | -12376 | -12879 | -26614 | -9899 | -26614 |
Avg Bars in Trades | 120 | 132 | 107 | 120 | 132 | 107 |
Avg Bars in Winners | 190 | 198 | 183 | 190 | 198 | 183 |
Avg Bars in Losers | 73 | 93 | 52 | 73 | 93 | 52 |
Bars Traded | 24544 | 13538 | 11006 | 24544 | 13538 | 11006 |
Profit Streak | 5.3404 | 0 | 9.1946 | 5.3404 | 0 | 9.1946 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349237 | 142470 | 270683 | 314286 | 188453 | 224914 |
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{ "first_band": { "type": "dema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 33, "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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