Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1945429.8737 | 1841629.2122 | 103800.6615 | 3890172.4297 | 3911710.9173 | -21538.4876 |
Total P&L (%) | 1945.4299 | 1841.6292 | 103.8007 | 3890.1724 | 3911.7109 | -21.5385 |
Avg Daily Profit (%) | 0.8583 | 0.8125 | 0.0458 | 0.1628 | 0.163 | -0.0107 |
Buy And Hold Return (%) | 203.4858 | 203.4858 | 203.4858 | 203.4858 | 203.4858 | 203.4858 |
Max Trade Drawdown | -106529 | -71726 | -64786 | -8361890 | -5721687 | -6064423 |
Profit Factor | 4.3682 | 7.02 | 1.3821 | 1.1211 | 1.2481 | 0.9987 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 34.8837 | 27.907 | 41.8605 | 34.8837 | 27.907 | 41.8605 |
Ratio Avg Win / Avg Loss | 8.154 | 18.1349 | 1.9196 | 2.0928 | 3.2243 | 1.3871 |
Largest Winning Trade | 1400283 | 1400283 | 55415 | 4835314 | 4835314 | 2828109 |
Largest Losing Trade | -33061 | -33061 | -28800 | -2282626 | -1400982 | -2282626 |
Avg Bars in Trades | 77 | 64 | 90 | 77 | 64 | 90 |
Avg Bars in Winners | 167 | 161 | 171 | 167 | 161 | 171 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 6674 | 2787 | 3886 | 6674 | 2787 | 3886 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536376 | 171121 | -298943 | -84103 | -8352 | -582225 |
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{ "first_band": { "type": "sma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 72, "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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