Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838848.5805 | 662858.942 | 175989.6385 | 13575162.61 | 11771988.7889 | 1803173.8211 |
Total P&L (%) | 838.8486 | 662.8589 | 175.9896 | 13575.1626 | 11771.9888 | 1803.1738 |
Avg Daily Profit (%) | 0.4549 | 0.3595 | 0.0954 | 0.2671 | 0.2594 | 0.1599 |
Buy And Hold Return (%) | 274.1815 | 274.1815 | 274.1815 | 274.1815 | 274.1815 | 274.1815 |
Max Trade Drawdown | -87538 | -90150 | -59432 | -6014091 | -1245936 | -7374456 |
Profit Factor | 3.0182 | 4.6073 | 1.7589 | 1.8547 | 3.9657 | 1.1514 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 64.8352 | 63.0435 | 66.6667 | 64.8352 | 63.0435 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.637 | 2.7008 | 0.8795 | 1.0059 | 2.3247 | 0.5757 |
Largest Winning Trade | 336614 | 336614 | 47709 | 3932297 | 2734505 | 3932297 |
Largest Losing Trade | -40283 | -40283 | -33737 | -4703829 | -1245936 | -4703829 |
Avg Bars in Trades | 38 | 43 | 33 | 38 | 43 | 33 |
Avg Bars in Winners | 41 | 49 | 33 | 41 | 49 | 33 |
Avg Bars in Losers | 32 | 31 | 32 | 32 | 31 | 32 |
Bars Traded | 3476 | 1979 | 1497 | 3476 | 1979 | 1497 |
Profit Streak | 47.1874 | 97.6874 | 0 | 47.1874 | 97.6874 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573351 | 558927 | -228548 | 504819 | 658970 | -46065 |
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{ "first_band": { "type": "dema", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 41, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 41, "offset": 0, "poles": 3 } } }
# | 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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