Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147549.6635 | 975228.7396 | 172320.9239 | 32911307.395 | 34581296.1735 | -1669988.7785 |
Total P&L (%) | 1147.5497 | 975.2287 | 172.3209 | 32911.3074 | 34581.2962 | -1669.9888 |
Avg Daily Profit (%) | 0.4591 | 0.3902 | 0.0689 | 0.2323 | 0.2343 | 0 |
Buy And Hold Return (%) | 856.0935 | 856.0935 | 856.0935 | 856.0935 | 856.0935 | 856.0935 |
Max Trade Drawdown | -97947 | -59452 | -67414 | -27558148 | -18861674 | -13716682 |
Profit Factor | 2.6321 | 3.1798 | 1.6738 | 1.396 | 1.6734 | 0.9474 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 108 | 58 | 50 | 108 | 58 | 50 |
Profitability (%) | 44.6154 | 40.8163 | 48.4536 | 44.6154 | 40.8163 | 48.4536 |
Ratio Avg Win / Avg Loss | 3.2674 | 4.6107 | 1.7806 | 1.7329 | 2.4265 | 1.0079 |
Largest Winning Trade | 382274 | 382274 | 56926 | 30744392 | 30744392 | 6159127 |
Largest Losing Trade | -40571 | -40571 | -22892 | -7700435 | -6321142 | -7700435 |
Avg Bars in Trades | 75 | 80 | 70 | 75 | 80 | 70 |
Avg Bars in Winners | 114 | 126 | 105 | 114 | 126 | 105 |
Avg Bars in Losers | 44 | 49 | 38 | 44 | 49 | 38 |
Bars Traded | 14805 | 7936 | 6868 | 14805 | 7936 | 6868 |
Profit Streak | 0 | 0 | 43.1031 | 0 | 0 | 43.1031 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45660 | -110606 | -263828 | 324802 | 274917 | -579455 |
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{ "first_band": { "type": "dema", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 24, "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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