Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643882.1056 | 490968.7156 | 152913.39 | 2681645.2648 | 461805.2827 | 2219839.9821 |
Total P&L (%) | 643.8821 | 490.9687 | 152.9134 | 2681.6453 | 461.8053 | 2219.84 |
Avg Daily Profit (%) | 0.274 | 0.209 | 0.0651 | 0.1416 | 0.0735 | 0.1339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119037 | -36066 | -129373 | -763864 | -1177426 | -352001 |
Profit Factor | 2.8155 | 3.8174 | 1.8476 | 1.6569 | 1.1661 | 2.7057 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.4635 | 3.3402 | 1.6167 | 1.4498 | 1.0203 | 2.3675 |
Largest Winning Trade | 226436 | 226436 | 62300 | 740782 | 719283 | 740782 |
Largest Losing Trade | -37377 | -26900 | -37377 | -612666 | -612666 | -311533 |
Avg Bars in Trades | 113 | 123 | 103 | 113 | 123 | 103 |
Avg Bars in Winners | 152 | 174 | 131 | 152 | 174 | 131 |
Avg Bars in Losers | 68 | 65 | 70 | 68 | 65 | 70 |
Bars Traded | 6798 | 3707 | 3091 | 6798 | 3707 | 3091 |
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 | -159023 | 540357 | -102143 | -174582 | -132307 | -8310 |
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{ "first_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 2 } } }
# | 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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