Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501618.1262 | 453892.2541 | 47725.872 | 419917.2505 | 705948.0961 | -286030.8456 |
Total P&L (%) | 501.6181 | 453.8923 | 47.7259 | 419.9173 | 705.9481 | -286.0308 |
Avg Daily Profit (%) | 0.2928 | 0.265 | 0.0279 | 0.0963 | 0.1219 | 0 |
Buy And Hold Return (%) | 166.1263 | 166.1263 | 166.1263 | 166.1263 | 166.1263 | 166.1263 |
Max Trade Drawdown | -112732 | -58514 | -57752 | -886705 | -480811 | -530847 |
Profit Factor | 2.275 | 3.3493 | 1.2384 | 1.1762 | 1.6665 | 0.7839 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 50 | 43.75 | 56.25 | 50 | 43.75 | 56.25 |
Ratio Avg Win / Avg Loss | 2.275 | 4.3063 | 0.9632 | 1.1762 | 2.1427 | 0.6097 |
Largest Winning Trade | 329383 | 329383 | 50911 | 411637 | 411637 | 200738 |
Largest Losing Trade | -57752 | -32328 | -57752 | -490667 | -325859 | -490667 |
Avg Bars in Trades | 102 | 123 | 81 | 102 | 123 | 81 |
Avg Bars in Winners | 121 | 136 | 110 | 121 | 136 | 110 |
Avg Bars in Losers | 83 | 113 | 45 | 83 | 113 | 45 |
Bars Traded | 6573 | 3955 | 2618 | 6573 | 3955 | 2618 |
Profit Streak | 0 | 41.2496 | 0 | 0 | 41.2496 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133431 | 335451 | -322617 | -238128 | -30616 | -580000 |
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{ "first_band": { "type": "dema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 51, "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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