Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69820.9839 | 45652.2973 | 24168.6865 | 70226.9774 | 50853.6263 | 19373.3512 |
Total P&L (%) | 69.821 | 45.6523 | 24.1687 | 70.227 | 50.8536 | 19.3734 |
Avg Daily Profit (%) | 0.2681 | 0.1753 | 0.0928 | 0.2045 | 0.158 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52394 | -21848 | -37512 | -45732 | -19845 | -35189 |
Profit Factor | 1.2927 | 1.4128 | 1.1889 | 1.2801 | 1.4431 | 1.1425 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 160 | 83 | 77 | 160 | 83 | 77 |
Losing Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Profitability (%) | 71.1111 | 74.1071 | 68.1416 | 71.1111 | 74.1071 | 68.1416 |
Ratio Avg Win / Avg Loss | 0.5251 | 0.4936 | 0.5558 | 0.5201 | 0.5042 | 0.5342 |
Largest Winning Trade | 10194 | 10194 | 7050 | 11787 | 11787 | 6792 |
Largest Losing Trade | -24821 | -12928 | -24821 | -25213 | -12008 | -25213 |
Avg Bars in Trades | 108 | 106 | 111 | 108 | 106 | 111 |
Avg Bars in Winners | 64 | 67 | 61 | 64 | 67 | 61 |
Avg Bars in Losers | 217 | 217 | 217 | 217 | 217 | 217 |
Bars Traded | 24515 | 11909 | 12606 | 24515 | 11909 | 12606 |
Profit Streak | 4.9309 | 0 | 8.858 | 4.9309 | 0 | 8.858 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350450 | 235711 | -85791 | 328541 | 253020 | -173015 |
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{ "first_band": { "type": "dema", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "sma", "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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