Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279012.0282 | 206420.1039 | 72591.9243 | 160556.7307 | 75383.6793 | 85173.0514 |
Total P&L (%) | 279.012 | 206.4201 | 72.5919 | 160.5567 | 75.3837 | 85.1731 |
Avg Daily Profit (%) | 0.2679 | 0.1982 | 0.0697 | 0.092 | 0.0539 | 0.0592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89236 | -44458 | -62899 | -386864 | -177829 | -237842 |
Profit Factor | 1.4921 | 1.7555 | 1.2471 | 1.1101 | 1.107 | 1.1131 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 72 | 29 | 43 | 72 | 29 | 43 |
Losing Trades | 95 | 55 | 40 | 95 | 55 | 40 |
Profitability (%) | 43.1138 | 34.5238 | 51.8072 | 43.1138 | 34.5238 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.9687 | 3.3294 | 1.1601 | 1.4648 | 2.0994 | 1.0355 |
Largest Winning Trade | 177059 | 177059 | 38558 | 137146 | 137146 | 103579 |
Largest Losing Trade | -27870 | -14479 | -27870 | -131774 | -65958 | -131774 |
Avg Bars in Trades | 146 | 117 | 175 | 146 | 117 | 175 |
Avg Bars in Winners | 221 | 202 | 235 | 221 | 202 | 235 |
Avg Bars in Losers | 89 | 73 | 112 | 89 | 73 | 112 |
Bars Traded | 24502 | 9908 | 14594 | 24502 | 9908 | 14594 |
Profit Streak | 0 | 0 | 20.4528 | 0 | 0 | 20.4528 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315592 | 165093 | -99166 | -171348 | -228977 | -209062 |
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{ "first_band": { "type": "sma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 234, "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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