Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202408.191 | 100441.7695 | 101966.4215 | 560170.8536 | 286395.0974 | 273775.7562 |
Total P&L (%) | 202.4082 | 100.4418 | 101.9664 | 560.1709 | 286.3951 | 273.7758 |
Avg Daily Profit (%) | 0.7772 | 0.3857 | 0.3915 | 0.7274 | 0.5204 | 0.5076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30169 | -20925 | -13588 | -36405 | -43880 | -39370 |
Profit Factor | 2.3119 | 2.1501 | 2.523 | 2.6048 | 2.4564 | 2.7963 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 75.419 | 75.5556 | 75.2809 | 75.419 | 75.5556 | 75.2809 |
Ratio Avg Win / Avg Loss | 0.7535 | 0.6956 | 0.8285 | 0.849 | 0.7947 | 0.9182 |
Largest Winning Trade | 11555 | 11555 | 7285 | 36917 | 36917 | 24874 |
Largest Losing Trade | -16678 | -16678 | -11822 | -36405 | -32123 | -36405 |
Avg Bars in Trades | 136 | 136 | 137 | 136 | 136 | 137 |
Avg Bars in Winners | 89 | 89 | 88 | 89 | 89 | 88 |
Avg Bars in Losers | 283 | 280 | 287 | 283 | 280 | 287 |
Bars Traded | 24513 | 12280 | 12233 | 24513 | 12280 | 12233 |
Profit Streak | 4.4267 | 4.4267 | 17.208 | 4.4267 | 4.4267 | 17.208 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 652944 | 469576 | 530922 | 672946 | 532307 | 585608 |
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{ "first_band": { "type": "dema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 214, "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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