Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478721.7181 | 1368423.5987 | 110298.1194 | 11850350.6683 | 11961546.3545 | -111195.6862 |
Total P&L (%) | 1478.7217 | 1368.4236 | 110.2981 | 11850.3507 | 11961.5464 | -111.1957 |
Avg Daily Profit (%) | 0.8093 | 0.7489 | 0.0604 | 0.2621 | 0.2626 | 0 |
Buy And Hold Return (%) | 744.4444 | 744.4444 | 744.4444 | 744.4444 | 744.4444 | 744.4444 |
Max Trade Drawdown | -73934 | -57157 | -53160 | -17513983 | -12562088 | -12876686 |
Profit Factor | 3.5495 | 6.4219 | 1.3367 | 1.1927 | 1.4559 | 0.9968 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 37.7193 | 35.0877 | 40.3509 | 37.7193 | 35.0877 | 40.3509 |
Ratio Avg Win / Avg Loss | 5.8609 | 11.8806 | 1.976 | 1.9693 | 2.6934 | 1.4736 |
Largest Winning Trade | 823156 | 823156 | 74350 | 12075373 | 12075373 | 8345204 |
Largest Losing Trade | -30954 | -19952 | -30954 | -3876771 | -3550525 | -3876771 |
Avg Bars in Trades | 62 | 58 | 66 | 62 | 58 | 66 |
Avg Bars in Winners | 118 | 111 | 124 | 118 | 111 | 124 |
Avg Bars in Losers | 28 | 30 | 27 | 28 | 30 | 27 |
Bars Traded | 7150 | 3349 | 3801 | 7150 | 3349 | 3801 |
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 | 304283 | -172842 | -460488 | -3357 | -175411 | -762919 |
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{ "first_band": { "type": "sma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 20, "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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