Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572080.0127 | 458688.6336 | 113391.3791 | 856327.8733 | 554881.2743 | 301446.599 |
Total P&L (%) | 572.08 | 458.6886 | 113.3914 | 856.3279 | 554.8813 | 301.4466 |
Avg Daily Profit (%) | 0.2495 | 0.2001 | 0.0495 | 0.0985 | 0.082 | 0.0606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93863 | -111333 | -84664 | -150458 | -172006 | -105700 |
Profit Factor | 2.2567 | 2.6357 | 1.6487 | 2.154 | 2.177 | 2.114 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 40.625 | 48.3871 | 44.4444 | 40.625 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.8209 | 3.8522 | 1.7586 | 2.6926 | 3.1818 | 2.2549 |
Largest Winning Trade | 219912 | 219912 | 44236 | 385754 | 385754 | 195604 |
Largest Losing Trade | -47032 | -47032 | -30525 | -58411 | -49268 | -58411 |
Avg Bars in Trades | 67 | 78 | 55 | 67 | 78 | 55 |
Avg Bars in Winners | 92 | 104 | 82 | 92 | 104 | 82 |
Avg Bars in Losers | 47 | 61 | 31 | 47 | 61 | 31 |
Bars Traded | 4250 | 2522 | 1728 | 4250 | 2522 | 1728 |
Profit Streak | 119.2706 | 119.2706 | 253.7706 | 119.2706 | 119.2706 | 253.7706 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139722 | 343270 | -123431 | -209383 | -82016 | -107619 |
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 26, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 26, "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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