Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115559.1154 | 39167.1003 | 76392.0151 | 132336.7727 | 38010.2557 | 94326.517 |
Total P&L (%) | 115.5591 | 39.1671 | 76.392 | 132.3368 | 38.0103 | 94.3265 |
Avg Daily Profit (%) | 0.4437 | 0.1504 | 0.2933 | 0.3242 | 0.1238 | 0.2554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47669 | -43504 | -14888 | -53694 | -52257 | -23777 |
Profit Factor | 1.2993 | 1.1754 | 1.4692 | 1.2447 | 1.1223 | 1.4101 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 47.482 | 46.7626 | 48.2014 | 47.482 | 46.7626 | 48.2014 |
Ratio Avg Win / Avg Loss | 1.4371 | 1.3382 | 1.5788 | 1.3767 | 1.2777 | 1.5154 |
Largest Winning Trade | 27166 | 27166 | 17064 | 38484 | 38484 | 17544 |
Largest Losing Trade | -20620 | -20620 | -9258 | -24110 | -24110 | -14688 |
Avg Bars in Trades | 88 | 94 | 82 | 88 | 94 | 82 |
Avg Bars in Winners | 107 | 116 | 100 | 107 | 116 | 100 |
Avg Bars in Losers | 70 | 75 | 66 | 70 | 75 | 66 |
Bars Traded | 24596 | 13107 | 11489 | 24596 | 13107 | 11489 |
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 | 319081 | -25505 | 301212 | 270293 | -119032 | 276561 |
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{ "first_band": { "type": "dema", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 49, "offset": 0 } } }
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# | 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) |
---|