Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98546.7088 | 45742.5911 | 52804.1177 | 55553.3782 | 23870.4529 | 31682.9253 |
Total P&L (%) | 98.5467 | 45.7426 | 52.8041 | 55.5534 | 23.8705 | 31.6829 |
Avg Daily Profit (%) | 0.1892 | 0.0878 | 0.1014 | 0.0849 | 0.0411 | 0.0529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87528 | -78017 | -57879 | -131862 | -93309 | -78557 |
Profit Factor | 1.274 | 1.2516 | 1.2969 | 1.1472 | 1.126 | 1.1685 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 69.5652 | 70.1754 | 68.9655 | 69.5652 | 70.1754 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.5574 | 0.5319 | 0.5836 | 0.5019 | 0.4785 | 0.5258 |
Largest Winning Trade | 14518 | 14518 | 13863 | 22219 | 20318 | 22219 |
Largest Losing Trade | -29586 | -29586 | -24459 | -43427 | -43427 | -40365 |
Avg Bars in Trades | 210 | 214 | 206 | 210 | 214 | 206 |
Avg Bars in Winners | 121 | 128 | 115 | 121 | 128 | 115 |
Avg Bars in Losers | 413 | 417 | 409 | 413 | 417 | 409 |
Bars Traded | 24193 | 12221 | 11972 | 24193 | 12221 | 11972 |
Profit Streak | 10.2377 | 51.696 | 10.2377 | 10.2377 | 51.696 | 10.2377 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329791 | -255678 | -237882 | -137556 | -402298 | -339638 |
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{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 120, "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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