Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181536.9851 | 97755.51 | 83781.4751 | 422202.4856 | 238259.0789 | 183943.4067 |
Total P&L (%) | 181.537 | 97.7555 | 83.7815 | 422.2025 | 238.2591 | 183.9434 |
Avg Daily Profit (%) | 0.6971 | 0.3754 | 0.3217 | 0.6367 | 0.469 | 0.4015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28725 | -20685 | -17528 | -71254 | -37452 | -60643 |
Profit Factor | 2.0109 | 2.0186 | 2.002 | 2.0322 | 2.1668 | 1.898 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 75.9777 | 77.7778 | 74.1573 | 75.9777 | 77.7778 | 74.1573 |
Ratio Avg Win / Avg Loss | 0.6358 | 0.5768 | 0.6977 | 0.6425 | 0.6191 | 0.6614 |
Largest Winning Trade | 11922 | 11922 | 9825 | 33019 | 33019 | 20072 |
Largest Losing Trade | -17396 | -17396 | -12130 | -58415 | -24471 | -58415 |
Avg Bars in Trades | 137 | 132 | 141 | 137 | 132 | 141 |
Avg Bars in Winners | 88 | 88 | 87 | 88 | 88 | 87 |
Avg Bars in Losers | 291 | 286 | 296 | 291 | 286 | 296 |
Bars Traded | 24538 | 11925 | 12612 | 24538 | 11925 | 12612 |
Profit Streak | 0.4945 | 0.4945 | 4.8799 | 0.4945 | 0.4945 | 4.8799 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458589 | 320164 | 463811 | 441493 | 359280 | 481152 |
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{ "first_band": { "type": "dema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 243, "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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